Make the filling. Heat the olive oil over medium heat in a large skillet. Add the onions, bell pepper, salt, and cayenne and cook for 2 minutes, stirring a few times. Add the crawfish tails and cook, stirring, for 2 minutes. Add the green onions, garlic, and parsley and cook, stirring, for 1 minute.
Pour the mixture into a medium-size mixing bowl and let cool for about 3 minutes. Add the egg and bread crumbs and mix well. Set aside.
Make the pastry. Sift the flour, salt, and baking powder into a large mixing bowl. With a pastry cutter or two knives, cut in the shortening until the mixture resembles coarse meal. In a small mixing bowl, beat the egg with the milk. Gradually add the egg mixture to the flour mixture, working it to make a thick dough.
Divide the dough into 12 equal portions. On a lightly floured work surface, roll out each dough piece into a thin round about 5 inches in diameter.
Put about 1/4 cup of the crawfish mixture in the center of each round, fold the dough over, and crimp the edges together with a fork.
Heat the shortening in a heavy, deep pot or an electric deep-fryer to 360°F. Fry the pies, two to three at a time, until golden brown. Drain on paper towels, sprinkle with the creole seasoning, and serve hot.
Yield: 12 hand pies