Add all dough ingredients to bread machine and set to dough
Prepare Fillings
Shred the cheese if it isn't already shredded
Form Pockets
Preheat oven to 350F
Roll dough out on floured work surface to about 1/8-1/4 inch thickness
Use a pizza cutter to cut the dough into quarters
Add the fillings to the center of the dough
Cut the dough in diagonals on either side and fold over until the entire hot pocket is braided
Whisk the egg and water together to form an egg wash and brush the dough
Bake for about 20-25 minutes until the dough is golden brown
Notes
Just because I don't use pepperoni or other pizza toppings doesn't mean you can't add them. Place them in with the rest of the fillings before braiding the dough.