Bring a medium saucepan full of water to a boil. Score the bottom of each peach with an “x” with a paring knife, about 1x1 inches.
Prepare a bowl full of ice water. Gently lower the peaches into the boiling water. Allow to cook for 30 seconds. Using a slotted spoon, remove the peaches from the boiling water and place into the bowl of ice water. Allow to cool.
When the peaches are cool, use a paring knife or your fingers to gently peel the skin away from each peach. Discard the skins. Cut each peach in half and cut into ¼ inch slices.
In a large bowl, combine the peaches with the cornstarch, sugar, lemon juice, vanilla, and a small pinch of salt. Toss gently to combine.
Remove the second dough disk from the refrigerator. Using a rolling pin dusted with flour, roll the dough into a 12 inch circle. Cut the dough into ½ inch thick strips.
Remove the pie plate from the refrigerator. Pour the peach mixture into the dish. Place 6–8 dough strips on vertically on top, depending on how tight you’d like the lattice crust. Peel back every other strip and begin to build a lattice crust, alternating over and then under for each strip that you place horizontally on the pie. You may not use all of the strips.
Trim the strips to the same length as the ½ inch overhang of the bottom crust. Use your fingers to gently press the strips against the bottom crust. Fold the edges toward the center and push to seal with your fingers. Place the pie in the refrigerator for at least 30 minutes.
Preheat the oven to 425°F. Beat the egg with 1 tablespoon of water. Remove the pie from the refrigerator and gently brush to top of the dough with the egg wash. Place in the middle of the oven. Place a baking sheet below the pie in case it overflows. Bake for 20 minutes. Reduce the oven temperature to 350°F and continue baking for 30–40 minutes, or until the top is golden brown and the filling is bubbling. If the top starts to brown too quickly, place a sheet of aluminum foil loosely on top.
Let cool for at least an hour so that the filling sets. Slice and serve with vanilla bean ice cream.