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Add flour, shortening and salt to a food processor. Pulse until the mixture resembles sand.
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With the machine on, slowly add the water in a thin stream until the dough forms a ball (you may not need the entire cup of water - I usually go until my food processor blade won't spin anymore).
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On a lightly-floured surface, form the dough into two equal rounds.
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Place the rounds in a large bowl, cover and refrigerate for approximately 30 minutes.
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Beat the egg with one teaspoon of water. Set aside.
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Preheat oven to 400°.
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On the floured surface, cut the dough into 6-8 equal portions. Roll out into a thin round (not so thin it will tear; about 1/8" thick or so). Trim into a 6" round (I use a salad bowl as a guide, placing it on top and running a knife around the edge).
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Repeat with all of the dough. Any scraps I usually make some more.
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Place ingredients of your choice in the middle, leaving room for sealing the dough around the edge. Some ideas:.
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Taco - seasoned taco meat, topped with cheddar cheese.
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Pizza - pizza sauce, mozzarella cheese, pepperoni.
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Once you place the stuffing into the middle, brush the egg wash around the edges. Fold over (making a half-moon) and pinch the opening. Place onto a greased cookie sheet.
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Repeat with remaining rounds.
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Brush all of the hot pockets with the remaining egg wash.
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Bake for 20-25 minutes, or until the tops are golden brown.