In a large bowl, dissolve the yeast in warm water and sugar using a fork.
Add the salt, oil, egg, and flour (start with 5 cups).
Form mixture into a dough and knead on a flour-dusted countertop for 5-10 minutes, adding more flour as necessary if the dough is too sticky.
Place dough in a greased bowl, turning once to grease top. Cover and let rise in a warm place for 1 hour or until doubled in size.
While dough is rising, brown the sausage, onion, and peppers in a skillet over medium heat.
Drain off fat, then stir in seasonings and eggs.
Continue cooking until the eggs are set, stirring continuously to scramble eggs and prevent them from burning.
When the eggs are finished cooking, remove the skillet from the burner. Stir in the cheese and set it aside to cool.
Preheat oven to 350º.
While oven is preheating, punch down dough and divide it into 2 equal parts.
On a lightly floured surface, roll each part into a large rectangle, then cut both larger rectangles into eight smaller 5×8 inch rectangles.
Place about 1/2 cup filling on half of each rectangle. (Note: Be sure to place filling along the long edge so that the final hot pocket will be the shape of a hot dog instead of a hamburger).
(optional) Sprinkle with more cheese.
Fold the rectangle over to enclose the filling and pinch the dough shut. (I used a fork to seal the edges once they were on the pans.)
Place rectangles on greased or foil-lined baking sheets.
Bake for 20-25 minutes or until lightly brown.
Glaze tops with melted butter.