Place your water and yeast in a large bowl and leave to froth for 10 minutes.
Add salt, sugar and flour and combine. Then knead on a floured surface until smooth about 5 minutes.
Lightly oil a large bowl place dough in the centre and then cover the bowl with cling film and set a side to rise for 2 to 3 hours, until doubled in size.
When doubled in size, remove cling film, punch down dough to release air. And knead for 2 to 3 minutes on a floured surface.
Preheat the oven to 180 C / Gas 4.
Divide into four portions. Then on a floured surface roll out 1 portion with a rolling pin into a circle shape. Spoon some filling onto one half of the circle, leaving space around the edges to seal once folded over. Fold over the other half and press the edges together to seal. Repeat with 3 remaining portions. Transfer to a baking tray and brush with egg.
Bake for 12 to 15 minutes till golden brown and the filling is hot.
These really are worth the effort. If you are a big cheese fan add cheese on top when you have brushed with egg.