Preheat oven to 350 degrees F.
On a lightly floured surface, roll dough out to ⅛ inch thickness. Cut into 2x5 inch rectangles.
Begin filling each pocket with the ham and cheese filling, being careful not to get it on edges. It will spread out during baking.
Dip index finger in water and run it around the edges; this will create a glue to help seal the pockets.
Lay the larger, corresponding rectangles evenly over the tops of the cheese and ham filling.
Use the tines of a fork to seal the edges by pressing all the way around. They don't have to fit perfectly together on the edges, because they'll get trimmed up.
For a golden, shiny crust, brush with a beaten egg. Pierce multiple times with a fork or slash each pocket 3 times to allow steam to escape.
Using a spatula, transfer to a parchment paper lined baking sheet
Bake at 350 degrees F for 20 to 30 minutes, or until golden brown. Check periodically that the steam holes are properly allowing steam to escape so that pockets don't burst and leak all of the cheese sauce out.
Let cool before eating, and be careful because the filling will be very hot. Breaking in half helps the inside too cool faster.