Slice the sirloin against the grain into thin slices. Season with salt and pepper. Saute with oil on high heat to brown, about 5 minutes. Remove from pan.
Add the onion to the now empty pan, season and cook about 10 minutes until lightly browned.
Add in the mushroom and cook about 5 minutes. Add in the cognac and stir well scraping the pan to remove any browned bits.
Add the beef back in and stir to combine. Remove from heat. Add in the parsley.
Pour into a bowl. Add the sour cream and stir to combine. Refrigerate for 1 hour before using.
Pour the flour into a large bowl. Mix the sour cream, butter, and egg in another bowl until combined.
Pour the liquid into the solid and mix well. Start kneading when it is too thick to stir.
Knead adding more flour if needed until the dough forms. Allow to rest for 30 minutes.
Working on a surface with plenty of flour, roll the dough out to about 1/8th inch thick.
Cut the dough into about 2 inch rounds.
One by one, fill the rounds with the stroganoff filling, putting a solid 1/4 cup of filling into each round and working the dough around the filling. A little water will help seal the dough, and then pinching the ends with a fork will finally make it tight.
Boil the pierogi for about 4 minutes until they start floating. Strain them and place directly into a frying pan with some melted butter. Cook to brown on both sides, about 3 minutes a side.
Serve with some sour cream for dipping.