It's a good amount of work to fold dumplings. But then again... dumplings.

It is worth the extra step to fry them.

Start with the filling so it has a chance to cool completely:

Ingredients Step
¾ c. brown lentils
2 bay leaves		 Boil in a large pot for 30-40 minutes. Season at the end. Drain the lentils and discard the bay leaves.
2 T. butter
1 onion, diced		 Cook in skillet until soft.
3 garlic cloves, sliced
¾ t. coriander, ground
½ t. cumin, ground		 Add. Cook until fragrant, about 1 minute.
½ c. sundried tomato, rinsed if needed and chopped finely
1 T. soy sauce		 Add. Stir to combine. Remove from heat, then add lentils. Season with salt and pepper. Cool completely, then use as filling in dumplings.
Boil in well-salted water containing a splash of oil. Once the filled pierogi float, set a timer for 1-2 minutes more and then remove them to drain.
1 T. butter Heat butter in skillet. Fry pierogi.
parmesan Serve with parmesan.

You'll also need a dough:

Ingredients Step
450 g. AP flour
1 t. salt
¼ c. / 60 ml EVOO
1 c. warm water		 Combine the dry ingredients, combine the wet ingredients, and then mix both together. Knead 4-5 minutes, until smooth and supple. Invert a bowl on top of the dough and let rest 15 minutes.
Divide the dough into 3 pieces. Roll each to ~⅛" thick. Cut out 2.5" circles, then roll each circle even thinner. (Don't stack them; they'll stick together.)
Fill pierogi into each dough circle by tablespoonfuls. Press edges to seal. (Using water shouldn't be necessary — the dough should want to stick to itself.)
2 floured towels Transfer each filled pierogi to a floured towel covered with another floured towel. Then boil in salted water with a bit of oil until they float, plus 1-2 minutes more.

Source: Michal Korkosz in Fresh from Poland