Whisk the warm water, yeast, and granulated sugar together in a medium bowl. Cover and allow to rest for 5 minutes.

Add the olive oil, salt, and flour. Beat on low speed for 2 minutes until combined.

Knead for 5 minutes. After kneading, the dough should still feel a little soft. Poke it with your finger—if it slowly bounces back, your dough is ready to rise.

Lightly grease a large bowl with oil or nonstick spray. Place the dough in the bowl, turning it to coat all sides in the oil. Cover the bowl with aluminum foil, plastic wrap, or a clean kitchen towel. Allow the dough to rise at room temperature for 60-90 minutes or until double in size.

Preheat oven to 400°F (204°C). Line 2 large baking sheets with parchment paper or silicone baking mats.

Once risen, punch the dough down to release the air. Turn the dough out onto a lightly floured surface. Using a sharp knife, slice dough in half. Then slice each half into quarters. You’ll have 8 pieces of dough, as shown in the photo above. Flatten each piece with your fingers or use a rolling pin. You want each piece of flattened dough to be about 6 inches long and 4 inches wide. They don’t have to be perfect rectangles. Transfer flattened dough to the baking sheets.

Place the cheese and ham on top of the dough on one side, then fold the other side over top. Pinch the edges to seal as best you can. Use a fork to crimp the edges.

Brush the tops and sides of each pocket with egg wash, then slice 2-3 slits in the tops for air vents (use a super sharp knife to do that).

Bake the pockets for 20-25 minutes, or until the tops are golden brown. Make sure to rotate the baking sheet once or twice during bake time. Remove pockets from the oven and allow to cool on the pan until ready to handle and serve.