We have never done this but it looks like something that we might be able to swing and it looks like something we would do a great deal of. Most pans are about 40 dollars, is this correct?
You don't by any chance mean those clamshell thingies you put bread and fillings in and cook in a fire do you? I always heard those called pudgy pie makers...
Google pie iron recipes and you will find lots of idea. Not just for pudgy pies. I cook all sorts of things in mine. I make pizza with canned biscuits, I cook eggs in them and fix potatos. A properly seasoned cast iron is better then non stick.
I bought my pie irons at Walmart for $14 each. They are not top of the line, but I've had them 2 years now and we love them! In the winter time we even use them in our fireplace. They are called "mountain pies" around here (I live in Pennsylvania). They might be called different things depending on the region you live in as I've never heard the term pudgy pies before. Enjoy!!