Preheat oven to 450 degree F. Grease a baking sheet; set aside. In a medium bowl stir together the cheese, pizza sauce, pineapple, and ham; set aside.
Divide dough into 8 pieces. On a lightly floured surface roll and stretch each piece to a 6x3-inch rectangle. Place a well-rounded tablespoon of cheese mixture on one side of each rectangle. Fold the unfilled side of dough over the filling; seal well, pressing edges with the tines of a fork. Prick tops of pockets with the fork. Arrange on prepared baking sheet. Brush each with olive oil.
Bake about 15 minutes or until golden. Serve warm.
To freeze, place unbaked pockets on a baking sheet. Cover with plastic wrap and freeze for 1 hour. Place in an airtight freezer container and freeze up to 3 months. Bake as above, baking for 18 to 20 minutes in the preheated oven.