Heat a large skillet over medium-high heat. Add the ground beef and diced onion, cooking for 6–8 minutes while breaking the beef into small crumbles, until the beef is browned and the onion is tender. Drain excess fat if necessary.

Add the minced garlic and cook for about 30 seconds, stirring constantly so it becomes fragrant without browning too deeply.

Stir in the ketchup, tomato sauce, brown sugar, Worcestershire sauce, yellow mustard, chili powder, kosher salt, and black pepper. Reduce the heat to medium-low and simmer for 8–10 minutes, stirring occasionally, until the mixture is thick rather than watery.

Remove the skillet from the heat and let the sloppy joe mixture cool for at least 10 minutes. Cooling the filling makes the dough easier to handle and helps prevent leaking.

Heat the oven to 400°F and line a baking sheet with parchment paper. Divide the pizza dough into eight equal pieces.

Roll each piece of dough into a rectangle approximately 5 x 7 inches. Keep the dough slightly thicker in the center if possible, since that area will hold the filling.

Place about 1/4 cup of cooled sloppy joe filling and 2 tablespoons of shredded cheddar on one side of each rectangle. Leave a clear border around the edges so the dough can be pressed closed.

Fold the empty side of the dough over the filling and press the edges firmly together. Crimp the sealed border with a fork, then transfer each pocket to the prepared baking sheet.

Whisk the egg with 1 tablespoon of water and brush the mixture over the tops of the pockets. Cut one or two small slits in each pocket to release steam, then add sesame seeds or dried parsley if desired.

Bake for 15–20 minutes, until the pockets are golden brown and fully cooked. Let them rest for 5 minutes before serving, and confirm that the beef filling reaches 160°F for food safety.