Add cherries to a medium saucepan over medium heat and bring cherries to a simmer. Allow the cherries to cook releasing their juices in the process, then add in the sugar and stir.
Bring the mixture back up to a simmer and add in the cornstarch (it helps to take some of the cherry juice and mix into the cornstarch to make a slurry before adding into the cherries).
Whisk the slurry into the simmering cherries until it thickens. Cook for 2-3 minutes then pull off heat and add in the vanilla, and blood orange zest. Let cool to room temperature (if the mixture is too thin add a little water or if too thick add more cornstarch).
Place one piece of pie dough into a 9inch pie pan, crimping the outer edges. Take the other pie dough, roll together, and cut about ten ½ inch ribbons for the top, set aside (you can roll two doughs together for a sturdier topping).
Add in the cooled cherry filling and place the ribbons of pie dough over the pie filling. Create a tic tac toe pattern across the top. It should be 5 pieces horizontally and 5 pieces vertically.
Whip the egg with softened butter and brush over the pie crust. Sprinkle the top with turbinado sugar.
Bake for about 35- 40 minutes until golden brown. Cool slightly and serve.