Preheat oven to 425 degrees F.
Heat oil in a large stockpot over medium heat. Add onion and sauté until soft. Add chicken cubes and sauté until lightly browned on all sides.
In a small bowl, combine flour, thyme, salt, pepper, and paprika. Add flour mixture to the chicken and stir to coat. Stir in carrots, celery, potatoes, tomatoes, chicken broth, wine, and Dijon mustard. Bring mixture to a boil. Cook until vegetables are tender. Stir in corn.
Unroll pie crusts. Using 3” biscuit cutter; cut each pie crusts into 6 rounds. Place 2 TBSP filling into center of each round. Fold in half to form a turnover and pinch around the edges to seal the crusts. Brush the tops with beaten egg and prick the surface 1 or 2 times with a sharp knife or fork to allow steam to escape during cooking.
Place turnovers on baking sheet and bake 8 to 10 minutes, until crusts are golden.
Combine sour cream and cayenne pepper. Serve with turnovers.