Preheat oven to 400° F. Combine sausage, onions and cheese; mix well and set aside. Press or roll each biscuit to form a 5-inch circle. Place 2 heaping tablespoons of meat mixture in center of each circle; moisten edges of dough with a small amount of water and carefully fold dough over mixture to form half-moon shaped pockets. Press edges with fork to seal. Place on ungreased baking sheets. In small bowl, combine egg and water; lightly brush mixture on top of each pocket. Sprinkle with pepper, if desired. Bake 10 minutes or until golden brown.