Combine the crumbled feta cheese, hot sauce, and egg in a medium-sized bowl and whisk until well blended; set aside.
In a mixing bowl, combine the all-purpose flour and sour cream. Mix using a dough hook until a soft ball of dough forms. Add more flour or sour cream as needed to reach the right consistency.
Lightly flour a clean surface and turn out the dough. Roll the dough out to about 1/4 inch thickness with several passes for even thickness.
Use a 3-inch round cookie cutter to cut the dough into 20 rounds, rerolling scraps as necessary.
Place a spoonful of the feta filling in the center of each dough round. Fold the dough in half and seal the edges firmly with a fork.
Heat vegetable oil in a large skillet to 350°F (176°C).
Fry 2 to 3 pierogies at a time until they float and the edges turn golden brown, about 2 minutes per side. Remove and drain on paper towels.
Serve pierogies warm, optionally with sour cream, caramelized onions, or salsa.
Notes
These pierogies are a perfect quick treat with delicious spicy feta filling. Try serving with your favorite dipping sauce!