Step 1: Heat oven to 375°F. Grease or spray cookie sheet. In 10 inch skillet, cook sausage and garlic over medium heat until no longer pink; drain. Stir in bell pepper.
Step 2: On cookie sheet, unroll dough and separate into 4 rectangles; press each into 7x4 inch rectangle, firmly pressing perforations to seal. Spread 1 tablespoon sauce on half of each rectangle to within 1 inch of edge. Sprinkle 2 tablespoons cheese over sauce; top with one-forth of sausage mixture. Fold dough over filling; firmly press edges with fork to seal. Brush top of each with egg. With fork, prick top of each to allow steam to escape.
Step 3: Bake 15 to 20 minutes or until deep golden brown. Immediately remove from cookie sheet. Serve warm.