Heat oven to 350°F. Line cookie sheet with foil or cooking parchment paper.
Remove pie crust from pouch; unroll on lightly floured work surface. Using 2 1/2-inch round cookie cutter, cut 14 rounds. (Reroll scraps and cut additional rounds, if desired.) Lightly brush rounds with egg.
Place 7 of the rounds on cookie sheet; gently press 1 lollipop stick into each round. Sprinkle cheese evenly over rounds with sticks. Top each with 2 pepperoni slices. Place second round on top of each; gently press edges to seal. Lightly brush tops with egg.
Bake 10 to 15 minutes or until golden brown. Cool 10 minutes before serving.