Heat the olive oil in a skillet over medium heat. Add the diced onion and cook until soft, about 4 minutes. Stir in the garlic and cook for 1 minute more.
Add the chopped kale to the skillet. Cook until it wilts, about 3 minutes. Mix in the pumpkin puree, sage, salt, and black pepper. Remove the skillet from heat and stir in the feta cheese. Let the filling cool slightly.
Roll out each sheet of puff pastry on a lightly floured surface. Cut into 8 equal squares or circles. Place a spoonful of filling in the center of half the pieces. Top with the remaining pieces and press the edges to seal. Crimp with a fork.
Brush the tops with the beaten egg. Place the hand pies on a baking sheet lined with parchment paper. Bake at 400 degrees Fahrenheit for 20 minutes or until golden brown.