In a stand mixer fitted with the paddle attachment, cream the cold butter and cream cheese until combined. Add the dry ingredients and mix until the dough just comes together.
Turn the dough out onto a floured surface and divide into 2 equal pieces. Wrap each piece in plastic wrap and refrigerate for 30 minutes or overnight.
Remove the dough from the refrigerator and unwrap. On a floured surface, roll out the dough to just a little over 1/8 thick. Cut the dough with 4.5 cookie or biscuit cutter.
Continue rolling the scraps until all the dough is used. Make sure to keep the dough covered once cut.
Making the roux: Heat a 2-quart pot over medium high heat and add oil. Once the oil is hot, sprinkle flour over it and begin to stir, cooking for 1 minute and constantly stirring. Drop the heat to medium low and continue to stir and cook for 15 minutes. The roux will turn an almost reddish-brown color. Once the roux is cooked, add diced tomatoes with juice and bay leaf. Return the heat to medium high and simmer for 5 minutes, stirring. Set aside.
Heat oil in a large skillet over medium high heat and add the onion, bell pepper, celery and sautee for 4 minutes. Add the garlic and cayenne and cook for 1 minute. Add water or white wine, stirring to get any cooked bits off the bottom of the skillet. Add the chicken, sausage and okra. Saute for 6 minutes, add the shrimp and cook for another 2 minutes or until the shrimp turns opaque. Add in the tomato roux mixture and cook over medium heat for 2 minutes. Remove the bay leaf and set aside to cool, about 30 minutes.
Make the egg wash by mixing eggs and water in a small bowl. Set aside.
To fill the hand pies, take a circle of dough and place the filling in the center, about 1 tablespoon. Be careful not to overfill. Brush the edges with egg wash and fold over to close the hand pie. Dip a fork into flour so that it doesn't stick and use it to crimp the edges closed. Set the filled hand pies on a parchment-lined baking sheet and continue to fill and fold the remaining pies. Refrigerate the filled pies for 15 to 20 minutes before baking.
Heat oven to 425. Mix paprika and salt together in a small bowl and set aside.
Remove the pies from the refrigerator and brush with egg wash and then cut 2 small vents into the top of each pie with a sharp knife. Sprinkle the paprika and salt mixture or Cajun seasoning and place them into the pre-heated oven. Bake for 20 to 25 minutes or until pies are golden brown. Remove from oven and let cool slightly. Serve warm.