In a mixing bowl, add the flour, salt, and Greek yogurt and mix well until it forms a dough. If the dough is too sticky, add a bit more flour and keep kneading with your hands, till it forms a smooth dough.

Divide the dough into 8 equal pieces. Shape each piece into a smooth round ball. This will make 4 hot pockets in total. Roll the dough balls into a rough rectangle shape, about 5 inches long, and 3 inches wide. Trim the sides with a knife to get clean straight edges.

Spread about a tablespoons of pizza sauce in the middle of one rectangle dough. Make sure to leave a border around the edges. Place about 2 tablespoons of shredded mozzarella, followed by 4 turkey pepperoni slices.

Repeat this process until all four pizza pockets are assembled and ready to cook.

In a small bowl, whick the egg and the water together to make an egg wash. Brush each hot pocket with the egg wash using a pastry brush.

Preheat the air fryer to 370°F. After the fryer is done preheating, spray the air fryer basket lightly with olive oil spray.

Place the hot pockets, in a single layer, in the air fryer basket. Cook in batches if necessary.

Air fry at 370°F for 5 minutes. Turn the pizza pockets over and air fry again at 370 F for 3 minutes or until the dough is completely cooked and the pockets are golden brown.

Serve immediately with extra pizza sauce for dipping, if desired.