In a medium saucepan, bring the wine, brown sugar, and vanilla extract to a boil. Boil 3-4 minutes or until the sugar has dissolved. Add the cherries and simmer until the cherries soften slightly, about 5 minutes.In a small bowl, whisk the cornstarch with cold water until completely smooth. Pour the cornstarch mixture into the cherries, stirring until combined. Reduce the heat and simmer 1-2 minutes, until the sauce has lightly thickened around the cherries. Remove from the heat and let cool completely before filling your pie.Grease an 8-inch pie plate. Roll out 1 disk of dough onto a lightly floured surface to a 12-inch round. Carefully transfer the crust to the prepared pie plate. Lift up the edges and allow the dough to sink down into the bottom of the dish. Trim edges to even out crust if needed, then prick the bottom of the dough with a fork a few times. Now grab the remaining disk of dough and roll it out onto a lightly floured surface to a 12-inch round. Transfer to a parchment-lined baking sheet. Set aside.Grab your cooled cherry pie filling. Spoon the mixture into the prepared pie crust. Make sure to scrape in all the good juices out of the pan. Grab the reserved pie round and place overtop of the cherries. Push the edges of the top crust into the pie plate and then crimp the edges of the bottom crust together with the top crust to seal the pieBrush the top crust with the beaten egg and sprinkle with coarse sugar. Using a sharp knife, slice four holes in the top of the crust for air pockets. Cover and chill pie until crust is firm, at least 1 hour.Preheat oven to 425 degrees F. Place the pie on a baking sheet and bake until crust is golden, about 30 minutes. Reduce oven temperature to 350 degrees F. and bake until juices are bubbling and crust is deep golden brown, about 50–60 minutes longer - if the crust is getting too brown, tent with foil. Transfer to a wire rack and let cool before slicing.Serve the pie warm or cool with a big scoop of ice cream!