1Heat oven to 425°F.
2Separate dough into 4 rectangles; firmly press perforations to seal. Place 1/4 cup pepperoni and 1/4 cup cheese on one half of each dough rectangle. Fold other half of dough rectangles over filling. With fork, seal edges. Gently transfer hand pies to ungreased cookie sheet.
3In small bowl, beat egg with water until frothy. Brush tops of hand pies with thin layer of egg wash.
4Bake 10 to 12 minutes or just until medium golden brown. Cool slightly, 3 to 5 minutes. Serve with marinara sauce for dipping.