Roll out the pizza dough on a flat surface and cut it into 4 equal rectangles.

Spread a small amount of pizza sauce onto one half of each rectangle, leaving a border around the edges.

Add shredded mozzarella and pepperoni over the sauce. Do not overfill.

Fold the dough over to form a pocket. Press the edges firmly, then seal with a fork to prevent leaking.

In a small bowl, whisk the egg with water. Brush the tops of each pocket with the egg wash.

Preheat the air fryer to 350°F (175°C) for 2 minutes.

Lightly grease the air fryer basket. Place the hot pockets inside in a single layer with space between them.

Air fry at 350°F (175°C) for 8–10 minutes, until golden brown and cooked through.

Remove carefully and let cool for a few minutes before serving.