Add a large pile of charcoal into your grill. I have a tiny charcoal grill that's perfect for the 3 of us. Douse it with lighter fluid and light it up. Let your charcoal ash over before adding anything to the grate.
In a small dish, add in the powdered sugar, cinnamon and lemon juice. Stir to combine.
Add your frozen peaches to a plate. They don't need to be thawed. Brush one side of the peaches with the glaze.
Before adding the glazed peaches on the grill, brush the grate with vegetable oil. This will help prevent the peaches from sticking.
Place the glazed side of the peaches down onto the grate. Let cook until there are nice grill marks on it. It took about 4 minutes.
Brush the rest of the peach with the glaze. Try to save about half of the glaze for later.
Once the peaches have nice grill marks, flip and let cook for another 3 - 4 minutes. Be sure to glaze the top once more.
Once the peaches have cooked, remove from the grill and set aside.
Roll out the premade pie crust. Cut out 4 four inch circles in the pie crust. Add 1 and a half slices of peaches to the crust. You'll need to slice the whole one in half and line the 3 pieces up.
Pour about ½ a teaspoon of the glaze on top of the peaches.
Fold the crust over to make a little pocket and try to line the edges up. Use a fork and press the edges down to seal them.
Place onto the grill and let grill for about 3 minutes or until golden brown. Be sure to check because your grill could be hotter or colder than mine. I don't want you to burn your precious pies.
Flip the pies and grill on the other side for 3 minutes or until golden brown. Remove from the grill and serve!