Grate the cheeses and set aside.
Dice the Bell Pepper and onion and set aside. Mince the garlic.
In a heavy bottomed skillet heat 1 Tbsp. olive oil. Add the sausage and brown. Do not cook all the way through as the meat will continue cooking as the Empanadas bake.
Add Bell Pepper and onion to the pan and cook for another 2 minutes. Add the minced garlic.
Remove from the heat and add 1/2 tsp. dried Italian seasoning, the two grated cheeses and salt/pepper to taste. Let cool completely before filling.
Roll out pie-dough to 1/4 inch thickness. Cut the dough into circles. Fill each circle with a tablespoon or more of meat. Roll the pastry together to make a half-moon.
Using your fingers, cinch the edges together and then using a fork press the edges to close more securely. If the edges are stubborn, wet your fingers with water and that will help form the seal.
Brush the tops of the Empanadas liberally with 1 egg beaten with 1 Tbsp. of water. Place in the refrigerator for 1/2 hour before baking.
Bake in a preheated 375 degree oven for 20-22 minutes or until tops are golden brown.