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Excess moisture—fats from cooked meats, water content in veggies, etc—in the filling can make for a soggy hand pie, so drain or thicken fillings a bit more as a precautionary measure. Then, freeze the hand pie until you’re ready to cook it. If you simply want to bake up a boxed pot pie from a freezer section, follow the instructions on the box.  In almost every case, these pies are meant to be baked directly from frozen.  If you made the pie, note that the frozen baking time will increase a bit and the baking temperature may need to be slightly reduced. Of course, with experience, you may find that adjustments to baking time and temperature produce a better result with a particular frozen pie brand. As instructed, make sure the center of the pie is cooked through.  Use a knife—or for more certainty, a meat thermometer—to test the center.
Ensure the filling is thick is your pie is homemade. Cook the pie according to the packaged frozen pie instructions.