In a bowl, combine warm milk, sugar, and yeast. Let it sit for 5 minutes until frothy.

Add flour, salt, and melted butter. Mix until the dough comes together, then knead for about 5 minutes until smooth.

Cover and let it rise for 30 minutes while you prepare the filling.

In a skillet over medium heat, cook the ground beef and onions until browned. Drain any excess grease.

Stir in BBQ sauce, smoked paprika, garlic powder, and black pepper. Simmer for 5 minutes, then remove from heat.

Preheat the oven to 375°F (190°C).

Lightly flour a surface and roll out the dough into a large rectangle, about ¼-inch thick.

Use a knife or pizza cutter to divide it into 4 equal rectangles.

Sprinkle a small amount of shredded cheddar and mozzarella cheese in the center of each rectangle, leaving a ½-inch border.

Spoon the BBQ beef mixture evenly over the cheese, then top with another layer of shredded cheese.

Brush the edges of the dough lightly with water or a beaten egg to help seal.

Carefully fold the dough over the filling, aligning the edges to form a rectangular pocket.

Press the edges together gently, then use a fork to crimp and fully seal the hot pockets.

Transfer the assembled hot pockets onto a parchment-lined baking sheet, spacing them apart for even cooking.

Whisk the egg with water and brush over the hot pockets for a golden crust.

Bake for 18-20 minutes until golden brown.

Let them cool slightly before digging in!