Preheat your oven to 400°F (200°C).
Unroll the refrigerated pizza dough on a lightly floured surface and flatten it slightly.
Cut the dough into squares, approximately 4x4 inches in size.
On one half of each square, spread about a tablespoon of pizza sauce, sprinkle with mozzarella cheese, and add a few slices of pepperoni.
Fold the other half of the dough over the filling and press the edges together. Use a fork to crimp and seal the edges.
Brush the tops of each Hot Pocket with the beaten egg.
Place the filled Hot Pockets on a parchment-lined baking sheet and bake for 15-20 minutes or until golden brown.
Allow the Hot Pockets to cool for a few minutes before serving.