Cut in your cold butter that has been sitting in your refrigerator. To do this, use a pastry cutter or pulse in a food processor until your butter is about the size of peas.
Now add your egg and water and mix until the dough starts to come together. Coming together means that you can pick up a chunk of your dough, squeeze it together and it stays together. You may need to add a little more water if this does not happen.
Once yor dough has come together, dump out on to a lightly floured board and shape into a ball. Divide the ball into 2 discs and wrap each disc with plastic wrap.
Refrigerate dough for 20-25 minutes to make the butter cold again (this helps with flakey layers)
Once dough has been refrigerated, place it on lightly floured surface and fold it half. Lightly roll it into a small circle and fold it in half again. Roll it out to the size you need now and transfer to your baking dish that you are using. Here, you will bake it according to the recipe instructions of the dish that you are making (pies, quiche, etc).
This dough can be made ahead of time and stored in the refrigerator until ready or frozen. If freezing, to thaw just place frozen dough in the refrigerator overnight.