In a large, heavy skillet, heat the olive oil over medium heat. Add the bell pepper, onion and a pinch of salt and pepper and cook, stirring occasionally, until softened, about 5 minutes. Add the turkey and cook over medium-high heat, breaking up the meat, until cooked through and crumbly, 6 to 8 minutes. Stir in the pizza sauce and Worcestershire sauce, season to taste with salt and pepper and let cool completely.
Preheat the oven to 400 degrees . Lightly grease a baking sheet with olive oil. Divide the dough into quarters and, working with 1 piece at a time, roll out and stretch into an 8-inch round. Place the rounds on the baking sheet, with about a third of each round hanging over the edges of the pan. Mound a packed cup of the turkey mixture onto each round, leaving a 1/2-inch border. Top each with the cheese and then fold the dough over the filling; crimp the edges together to seal. Cut a small vent in the top of each pocket for ventilation.
Bake until puffed and golden, 15 to 20 minutes.