Using BUILDARGS to avoid effects at a distance:

{
   package Page;

   use strict;
   use warnings;

   use Moose;

   has 'url' => (
      is       => 'ro',
      isa      => 'Str',
      required => 1,
   );

   no Moose;
   __PACKAGE__->meta->make_immutable();
}

{
   package Container;

   use strict;
   use warnings;

   use Moose;

   my $pages_constraint = Moose::Util::TypeConstraints::create_paramet
+erized_type_constraint('ArrayRef[Page]');
   my $aoh_constraint   = Moose::Util::TypeConstraints::create_paramet
+erized_type_constraint('ArrayRef[HashRef]');

   around BUILDARGS => sub {
      my $orig  = shift;
      my $class = shift;
      my %args  = ( @_ == 1 ? %{ $_[0] } : @_ );

      if (exists($args{pages})) {
         my $pages = $args{pages};
         if (!$pages_constraint->check($pages)) {  # Need to coerce?
            if ($aoh_constraint->check($pages)) {  # Can we coerce?
               $args{pages} = [ map Page->new($_), @$pages ];
            }
         }
      }

      return $class->$orig(%args);
   };

   has 'pages' => (
      is      => 'rw',
      isa     => 'ArrayRef[Page]',
      default => sub { [ ] },
   );

   no Moose;
   __PACKAGE__->meta->make_immutable();
}

Container->new( pages => [ { url => "a" }, { url => "b" } ] );
[download]

This is basically the same approach you tried, but correctly uses the more appropriate BUILDARGS instead of BUILD.

Coded so it can take both ArrayRef[HashRef] and ArrayRef[Page].