Heat oven to 375°F. In 10-inch skillet, cook beef over medium heat, stirring frequently, until thoroughly cooked; drain. Stir in barbecue sauce; cook 1 to 2 minutes, stirring occasionally, until hot. Stir in cheese.
Unroll dough and separate into 4 rectangles; press each into 8x4-inch rectangle, firmly pressing perforations to seal. Cut each in half crosswise, making 8 squares.
Place about 2 rounded tablespoons beef mixture on center of each square. Fold dough over filling, forming triangles; press edges with fork to seal. With knife, cut small slits in tops for steam to escape. Place on ungreased cookie sheet. Brush with egg; sprinkle with sesame seed.
Bake 11 to 18 minutes or until golden brown. Immediately remove from cookie sheet. Serve warm.