You probably don't need to bake the crust first for either of these pies but you need to read the recipe directions. If they call for "blind baking," e.g. a step where you cook the pie crust either with no filling or with weights, then you need to do the same thing with pre-made, frozen dough.

The recipes both call for fresh pie crust - one is pecan chocolate from NYT and the other is peach pie.

Depends on the recipe. What kind of pie is it for?

It depends on the type of pie you are baking. Sometime you need to bake the pie crust for a little while before filling. For other pies you can just unroll the frozen pie crust, fill and bake. Your recipe should specify which.

So, I have no idea how to use frozen pie crusts - do I have to bake them first and then add the filling and then re-bake? Or bake all the ingredients one time, altogether...