Combine 1 cup flour, undissolved yeast, sugar and salt in a large bowl. Add very warm water and oil; mix until well blended, about 1 minute. Gradually add enough remaining flour to make a soft dough. Dough should form a ball and will be slightly sticky. Knead** on a floured surface, adding additional flour if necessary, until smooth and elastic, about 4 minutes. Cover and let rest on floured surface while preparing filling.
Combine ricotta, mozzarella cheese and egg in a mixing bowl. Stir in Italian herb seasoning, salt and pepper, set aside.
To make the pockets, divide dough into 8 portions. Roll 1 portion into a 6-inch circle on a floured surface. Spread one eighth of the ricotta mixture on the bottom half of dough, leaving a 1/2-inch free of filling. Top with 3 slices of pepperoni. Fold top half of dough over filling. Pull edge of lower crust over top and seal. Carefully transfer to a greased baking sheet. Brush with olive oil and cut 2 to 3 vents in top. Repeat with remaining dough. Bake for 15 to 17 minutes until lightly browned. Transfer to cooling rack to keep bottom crust crisp. Serve with pizza sauce for dipping.
* If you don't have a thermometer, water should feel very warm to the touch.
**To knead the dough, add just enough flour to the dough and your hands to keep the dough from sticking. Flatten dough and fold it toward you. Using the heels of your hands, push the dough away with a rolling motion. Rotate dough a quarter turn and repeat the "fold, push and turn" steps. Keep kneading dough until it is smooth and elastic. Use a little more flour if dough becomes too sticky,always working the flour into the ball of the dough.