Preheat the oven to 375℉. Lightly brush a rimmed baking sheet with olive oil.
Heat olive oil in a medium skillet over medium heat. Add onion and pepper. Season to taste with sea salt and black pepper. Cook, stirring occasionally, until the vegetables become soft and translucent, approximately 4-5 minutes.
Add Italian sausage and cook, stirring occasionally and breaking up the sausage with a wooden spoon as it cooks. Continue cooking 5-6 minutes or until sausage is cooked through and nicely browned. Remove from heat and set aside.
Divide the pizza dough into 8 small balls, and roll each ball out into ½-inch-thick circles.
Add a spoon of marinara sauce in the center of the pizza circle, followed by a spoon of the sausage mixture, and finally top with cheese and fresh basil.
Fold the dough in half on top of itself and use a fork to seal the edges. Repeat this process with the remaining 7 dough balls.
Transfer the pizza pockets to the prepared baking sheet and brush with the beaten egg. Bake until the dough is golden brown and slightly puffed, approximately 20-25 minutes.
Remove from the oven and allow to cool for at least 10 minutes prior to serving. Serve with the remaining marinara as a dipping sauce. Enjoy!