Preheat your oven to 400°F and line a baking sheet with parchment paper.
Roll out the pizza dough and cut it into rectangles or squares.
Spoon a little pizza sauce onto each piece of dough, leaving the edges clear.
Sprinkle cheese and pepperoni (or your choice of toppings) over the sauce.
Fold the dough over to seal into a pocket shape. Press edges with a fork.
Brush the tops with olive oil and the beaten egg, then sprinkle with Italian seasoning.
Bake for 12-15 minutes until golden brown and the cheese is bubbling inside.
Let them cool slightly before serving. Try not to burn your tongue—trust me on this one.