In a shallow saucepan, heat up the oil over medium heat. Sauté the onions until translucent, and add in the mushrooms, garlic, ginger and sliced scallions. Sauté until just fragrant and mushrooms are softened, about 2-3 minutes.
Add in the turmeric, cumin and ground coriander, and toast for an additional minute or so. Season with salt and pepper. Move the mushroom sauté to a plate and set aside.
Add in the remaining oil and the diced vegetables. Sauté until just beginning to brown around the edges. Pour in ½ cup of water, stir, reduce the heat to low and cook the vegetables until tender, about 10 minutes.
Add in the baby spinach and stir until wilted. Return the sautéed mushroom mix back to the pan, add in the hot sauce and chopped dill and cilantro. Season to taste with salt and pepper. Remove from heat and allow the filling to cool completely before you make the pies.
Preheat the oven to 400 degrees. Line a baking sheet with parchment paper.
Unfold the puff pastry sheets onto a floured surface. Starting from the center, roll each sheet out just enough to smooth out any creases.
Cut the sheet into 9 even squares and place 2 tablespoons of filling slightly off center of each square. Brush the edges with the egg wash and fold one corner of each square over the filling to form a triangle. Press down the edges of each pie with a fork and move to your lined tray. Repeat this process with the remaining puff pastry sheet and filling.
Brush the tops of the pies with egg wash and bake the pies until golden brown and crispy, about 20-25 minutes. Serve warm with the mango chutney for dipping.