Preheat the oven to 400°F (200°C) for even baking.
Roll out the pizza dough on a lightly floured surface to about 1/8 inch thick.
Cut the rolled-out dough into rectangles, approximately 4x6 inches.
Spread a tablespoon of pizza sauce on one half of each rectangle, leaving a small border around the edges. Top with mozzarella cheese and pepperoni.
Fold the dough over the filling and press the edges together. Use a fork to crimp the edges for a tight seal.
Brush the tops of each pocket with the beaten egg for a golden color.
Place the Hot Pockets on a baking sheet lined with parchment paper and bake for 15-20 minutes until golden brown.
Remove from the oven, let cool for a few minutes, and serve warm.