Add the coconut oil to the dry ingredients and mix together using a fork or your fingers.
3. Step
Add the cold water to the dough, a little at a time, and continue to mix until dough forms a ball.
4. Step
Cut dough into two equal parts and flatten them into 1-inch (2 ½ cm) thick disks. Wrap the disks in plastic wrap and chill for one hour.
5. Step
Add the peach preserves and butter to a small microwave-safe bowl and heat in the microwave for about 20 seconds or until butter has melted. Stir to combine.
6. Step
Dice the peaches and put them in a medium bowl.
7. Step
Add the preserve mixture, lemon juice, and cinnamon to the peaches and mix until peaches are well-coated.
8. Step
Remove one of the dough disks from the refrigerator.
9. Step
Lightly flour your work surface, dough, and rolling pin.
10. Step
Roll out the dough to form a large rectangle about ⅛-inch (3 mm) thick.
11. Step
Preheat oven to 375°F (190°C).
12. Step
Cut the dough into an even number of small rectangles.
13. Step
Beat the egg in a small bowl. Brush the edges of half of the rectangles with the egg wash.
14. Step
Spoon one tablespoon of the peach mixture into the center of each brushed rectangle.
15. Step
Place another rectangle of the same size over the one with the filling. Lightly press down.
16. Step
Use a fork to seal the edges around each rectangle, then lightly poke the tops of each rectangle a few times. Brush the edges and tops of the dough with the egg wash.
17. Step
Place the pockets on parchment-lined baking sheets and place in the freezer as you repeat the same process with the other dough disk.
18. Step
Bake for 30-35 minutes or until dough is golden brown.
19. Step
For the glaze, mix together powdered sugar and milk until smooth.