You may want to scale up the thickening agent, if present, should the filling be too runny. Adjustments are not typically necessary to the dough itself. From my experience with turn over or pocket pies in Vegan Pie in the Sky, they rely on the same dough recipe as the other pies (pastry crust style dough), they just get cut into a different format.
Basically speaking it is just a different format but the dough will hold together and brown appropriately. I would recommend baking on a pizza stone, but baking on a cookie sheet (with/out parchment paper) would be equally effective depending on your preference for the bottom.
You will likely follow the same baking instructions depending on the filling. Some recipes may call for a longer cooking time that extends beyond the crusts ability to bake without shielding (probably once you pass the forty minute mark). In this case, although standard pie shields won't work, you can cover the pie with aluminum foil once it has browned lightly.