Cut out 5 to 6 inch rounds from the pie dough.  Leftover dough can be rerolled, then cut out again.  From 3 pie shells, you can get around 12 rounds.  Set in refrigerator until ready to use.

In a skillet over medium-high heat, add oil, onions, celery, and bell peppers and cook until softened.  Add Johnsonville Sweet Italian Sausage and cook until browned.  Add Worcestershire sauce and cook for 2 minutes, then add bread crumbs, remove from heat, and stir to incorporate bread crumbs.  Allow cooling for 10-15 minutes.  Place about 2 TBS of sausage filling in the center of each round, with about 2 TBS of cheddar in each as well.  Fold over round and crimp edges with either a fork or do a quick fold with your hands.  Lay completed pies on a sheet pan.  Prepare grill to run on indirect heat at around 350 degrees, preferably with a pizza stone.  Brush each with whisked egg, then place on the grill.  If cooking immediately, cook for 25-30 minutes or until pies are browned.  From refrigerated, add 10-15 minutes.  Remove from grill, allow to cool for 5 minutes and enjoy!