Preheat your oven to 425°F (220°C).
In a large bowl, combine the cherries, sugar, cornstarch, lemon juice, and vanilla extract. Mix well.
Roll out one pie crust and fit it into a 9-inch pie pan.
Pour the cherry mixture into the prepared crust, spreading it evenly.
Dot the filling with small pieces of butter.
Roll out the second pie crust and cut it into strips to create a lattice design.
Arrange the strips over the cherry filling, weaving them for a classic look.
Whisk together the egg and milk, then brush the mixture over the crust.
Bake in the preheated oven for 45 minutes or until the crust is golden brown.
Allow the pie to cool before serving to let the filling set.