Preheat oven to 400º F. Line two baking sheets with parchment paper.
Roll dough into a rectangle (approximately 16? by 11? wide). Trim edges to make straight lines. Use a knife or pastry wheel to cut dough crosswise into 6 equal strips.
Divide the rhubarb filling among the dough strips, placing it in a small pile on one end of each rectangle, then fold remaining dough over and pinch edges to seal. Use a sharp paring knife to cut two 1? slits in the tops of each pie. Transfer pies to parchment-lined baking sheet.
In a small bowl, whisk egg with 2 tsp water. Brush pies with the egg wash. Bake pies for about 25 minutes, until golden brown and filling is bubbling out.