Heat oven to 375°F. Separate dough into 5 biscuits. Press or roll each to form 5 1/2-inch round.
Sprinkle all cheeses evenly onto biscuits. Top each with pepper strips. Fold half of biscuit over filling; seal edges. Press edges firmly with fork to seal. Cut 3 slits in top of each for steam to escape. Place on ungreased cookie sheet.
Bake at 375°F. for 12 to 15 minutes or until deep golden brown.