In a large mixing bowl, whisk together the all-purpose flour, baking powder, and salt until well blended. Add the cold, cubed butter, and using a pastry cutter or your fingertips, work the butter into the flour mixture until it resembles coarse crumbs.
Gently fold in the shredded mozzarella and ricotta cheese, ensuring they are evenly distributed throughout the flour mixture.
Gradually add cold water, a tablespoon at a time, until the mixture comes together into a cohesive dough. Shape the dough into a ball, wrap it in plastic wrap, and refrigerate for about 30 minutes.
Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
On a lightly floured surface, roll the chilled dough into a rectangle about ¼ inch thick. Use a large biscuit cutter or glass to cut out circles of dough.
Place one dough circle on the prepared baking sheet. Spoon approximately 1 tablespoon of pizza sauce into the center, then add a mix of your favorite toppings, followed by a sprinkle of Italian seasoning and an extra handful of shredded mozzarella.
Carefully place another dough circle on top of the filling. Press the edges down firmly to seal. Use a fork to crimp the edges.
In a small bowl, beat the egg until smooth. Using a pastry brush, evenly coat the tops of the assembled pizza pockets with the egg wash.
Transfer your pizza pockets to the preheated oven and bake for 15-20 minutes, or until they are golden brown.
Once baked, remove them from the oven and allow them to cool for a few minutes on the baking sheet.