Step 1: Heat olive oil in a large skillet over medium-high heat. Add ground beef and onion. Cook, breaking up the beef with a spoon, until browned and the onion is softened, about 6-8 minutes. Drain any excess fat.
Step 2: Stir in minced garlic and cook for 1 minute until fragrant. Add tomato sauce, Worcestershire sauce, Italian seasoning, salt, and pepper. Bring to a simmer, then reduce heat to low and cook for 5-7 minutes, allowing the flavors to meld and the sauce to thicken slightly. Remove from heat and let cool slightly.
Step 3: Preheat oven to 400°F (200°C). Line a large baking sheet with parchment paper.
Step 4: On a lightly floured surface, unroll one sheet of thawed puff pastry. Roll it out slightly to about a 10x12 inch rectangle. Cut the pastry into four equal rectangles.
Step 5: Spoon about 1/4 cup of the beef filling onto one half of each puff pastry rectangle, leaving a small border. Sprinkle generously with shredded cheese. Don't overfill, or your Cheesy Beef Pockets might burst!
Step 6: Fold the other half of the pastry over the filling to create a pocket. Press the edges firmly with your fingers, then seal them by crimping with a fork. Repeat with the second sheet of puff pastry and remaining filling.
Step 7: Transfer the Cheesy Beef Pockets to the prepared baking sheet. Brush the tops with the beaten egg wash. Cut a few small slits into the top of each pocket to allow steam to escape.
Step 8: Bake for 20-25 minutes, or until the pastry is golden brown and puffed, and the cheese is melted and bubbly. Let cool for a few minutes before serving. Enjoy your delicious Cheesy Beef Pockets!