Preheat the oven to 425 degrees Fahrenheit.

Divide dough into six equal parts. Roll each out into a circle.

In a medium bowl, combine sauce, cheeses, vegetables, egg, and seasonings. Stir until combined.

Place an equal amount of filling in each dough circle. Dampen the edges of each round of dough. Fold to form a half moon and crimp edges firmly with a fork. Make a slit in the top of each pocket. Bake until pockets are golden and filling is steaming, about 30 to 35 minutes.