Preheat oven to 450°F. Roll dough into four 7-inch circles; set aside.
Mix cheeses and egg in medium bowl. Spoon cheese mixture onto centers of each circle. Fold each circle in half to form semicircle; press edges together to seal. Beginning at one end, stretch sealed edge and fold over, pinching to seal. Arrange on greased baking pan; poke 5 holes in top of each with toothpick.
Bake 30 minutes or until golden and puffed. Let stand on wire rack 15 minutes before serving. Serve with sauce, heated.
Recipe Notes
Tip: Also delicious with 1/2 cup chopped pepperoni stirred into cheese mixture.