To prepare pies, combine first 6 ingredients in a medium saucepan; cook over medium heat 8 minutes or until liquid almost evaporates. Remove from heat. Add butter, stirring until butter melts. Stir in brandy and cornstarch. Cool slightly.
Working with 1 Sweet Cream Cheese Dough circle at a time, remove plastic wrap from dough. Place the dough on a lightly floured surface. Spoon about 2 tablespoons peach mixture into center of circle. Fold dough over filling; press edges together with a fork or fingers to seal. Place pie on a large baking sheet covered with parchment paper. Repeat procedure with remaining Sweet Cream Cheese Dough circles and remaining peach mixture. Freeze 30 minutes.
Preheat oven to 425°.
Remove pies from freezer. Pierce top of each pie once with a fork. Place baking sheet on bottom rack in oven. Bake at 425° for 18 minutes or until edges are lightly browned and filling is bubbly. Cool completely on a wire rack.
To prepare glaze, combine powdered sugar, milk, and vanilla, stirring well. Drizzle evenly over pies.