Preheat oven to 375°F If using frozen cherries, defrost and drain. In a large bowl, combine cherries, sugar, cornstarch, lemon juice, and salt. Stir to combine; set aside.
On a lightly floured surface, roll out the larger piece of dough into a 18x12-inch rectangle. Transfer to a 15x10x1-inch rimmed baking sheet. (pastry will hang over sides of pan). Pour cherry mixture into lined baking sheet; set aside.
On a lightly floured surface, roll out remaining piece of dough into a 16x11 rectangle. Drape over filling. Bring bottom pastry up and over top pastry. Pinch edges to seal. Using fork, prick top crust all over. Brush with heavy cream.
Bake until crust is golden and filling is bubbling, 40-45 minutes. Transfer to a wire rack until just warm to the touch, about 45 minutes.
In a medium bowl, stir together confectioners sugar and milk until desired glaze consistency is achieved. Use a spoon to drizzle over top. Serve warm or room temperature.