Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.

In a large bowl, whisk together the flour, baking powder, salt, and sugar.

Add the softened butter to the dry ingredients and mix until crumbly.

Gradually stir in the milk until a dough forms. Knead gently on a floured surface for about 1 minute.

Roll out the dough to about 1/4 inch thick and cut into 4-inch squares.

Place a tablespoon of pizza sauce in the center of each square, followed by a generous amount of mozzarella cheese and a few slices of pepperoni if using.

Fold the dough over to create a pocket and press the edges to seal. Use a fork to crimp the edges for a decorative touch.

Brush the tops of the pockets with the beaten egg for a golden finish.

Bake in the preheated oven for 15-20 minutes, or until golden brown.

Allow to cool slightly before serving.