In a large skillet, heat oil over medium heat. Add onion and pepper; cook until just softened, about 5 minutes. Stir in the kale, oregano, and salt. Cook 5 minutes.
Transfer kale mixture to large bowl, and set aside to cool to room temperature. Add cheddar, feta, parsley, and dill, mixing until well combined. In a small bowl, beat together the egg with the milk to create an egg wash.
Heat oven to 375°F. Lay flat one piecrust on work surface, and cut it crosswise and lengthwise into four equal wedges. Brush the edges of each wedge lightly with the egg wash.
Spread about ¼ cup of kale mixture on half of each pastry wedge; fold over the other half to enclose the filling, bringing the pastry edges to meet each other. Press edges to seal; with the tines of a fork, crimp all around the edge of each hand pie. Brush tops lightly with egg wash, and sprinkle, if desired, with black sesame seeds. Repeat with remaining piecrust and filling.
On large, parchment-lined baking sheet, arrange hand pies, at least an inch apart. Make a small slit in the top of each pie to vent, and bake in the middle of the oven for 25 minutes or until pastry is golden on top and bottoms are firm and browned. Remove from oven and allow to cool on a wire rack before eating.