Preheat your oven to 425°F (220°C). Line a baking sheet with parchment paper.
Roll out the refrigerated pizza dough on a lightly floured surface until you create a large rectangle about 1/4 inch thick. Cut the dough into squares, approximately 4x4 inches.
In a bowl, combine the marinara sauce, mozzarella cheese, pepperoni, bell peppers, onions, oregano, garlic powder, salt, and pepper. Stir well to mix all the ingredients evenly.
Place a spoonful of the filling mixture in the center of each square of dough. Be careful not to overfill, as you need to close the pockets.
Fold the dough over to create a triangle, covering the filling. Press the edges tightly to seal, using a fork to crimp the edges for added security.
Beat the egg in a small bowl and brush it over the top of each pocket to create a golden finish. This step will give a beautiful shine when cooked.
Place the prepared pizza pockets on the baking sheet and bake in the preheated oven for about 12-15 minutes or until they are golden brown and puffed up.
Remove the pizza pockets from the oven and let them cool for a few minutes before serving. Serve with extra marinara sauce on the side for dipping.