Thaw cherries overnight in the refrigerator.
Drain cherries, reserving 1/4 cup juice. Preheat oven to 450 degrees. Line a 9-inch pie plate with one of the Pillsbury pastries. Trim the pastry to 1 inch beyond the pie plate rim. Fold the pastry under even with the rim.
In a very large bowl combine sugar, cornstarch, and cayenne pepper. Add apples, cherries, and reserved cherry juice, gently tossing to coat. Fill pastry with fruit mixture.
Roll out the second pastry and cut it into squares and rectangles. Top fruit with pastry shapes so that each shape touches another one or overlaps. Use a fork to make a crisscross pattern to finish the edge. Brush pastry with milk and sprinkle with additional sugar. Place a baking sheet lined with foil below the pie in the oven.
Bake, uncovered, 15 minutes. Reduce over to 375 degrees, and bake for 1 hour and 20 minutes to 1 hour and 30 minutes or until the filling is bubbly in the center and the pastry is golden. (If necessary, tent with foil to prevent overbrowning). Cool at least 30 minutes before serving.