Heat grill to 350°F.
Peel and slice the peaches.
Place the peeled and sliced peaches in a large bowl and sprinkle with lemon juice. Mix gently.
In a separate bowl, mix together the flour, sugar, cinnamon, and salt. Sprinkle over the peaches and mix gently.
Line the bottom and sides of a 9-inch oven-safe skillet with one of the pie crusts.
Pour peach filling into the pie crust and then drop the cold cubes of butter on top. Cover with the other pie crust, and press the edges together with your fingertips, sometimes called “fluting” the edges, so they are sealed.
Brush the beaten egg over the top crust. Cut several slits in the top crust to vent steam.
Cover pie with a foil tent and secure the edges.
Place the skillet on the grill rack. Cover and grill for 1 1/2 hours or until the filling is bubbly. (I checked the pie 3 times and the temperature ranged from 350-450°F throughout that time.)
After 1 1/2 hours, remove the foil and bake for another 30 minutes, allowing the crust to turn golden and flakey.
Remove from grill and allow pie to cool for at least 15 minutes before cutting into.
Serve with whipped cream and sliced peaches sprinkled with cinnamon.