Heat the oven to 375°F and butter a metal 9-by-13-inch pan. Press one dough sheet over the bottom and bake for 8 minutes, until the surface looks dry.
Meanwhile, brown the sausage and onion in a skillet over medium-high heat for 10 minutes, crumbling the meat and bringing it to 160°F. Drain the fat.
Reduce the heat to low and stir in the cream cheese, mustard and pepper until the cheese melts. Spread the filling evenly over the partly baked crust.
Lay the second dough sheet over the filling, stretch it gently to cover and brush with beaten egg. Cut six short slits through the top.
Bake for 20 to 25 minutes until deeply golden and the bottom crust is firm when lifted at a corner. Rest for 15 minutes before cutting into eight squares.