1. Heat the oven to 375°F. Cook the beef in a 10-inch skillet over medium-high heat until it's well browned, stirring often to separate meat. Pour off any fat.
2. Stir the picante sauce in the skillet and heat to a boil. Reduce the heat to low and cook for 5 minutes. Remove the skillet from the heat and let cool. Beat the egg and water in a small bowl with a fork or whisk.
3. Unroll 1 pizza crust on a lightly floured surface. Roll the crust into a 12 x 8-inch rectangle. Cut the crust into 4 (6 x 4-inch) rectangles. With the short sides facing you, spoon about 1/3 cup beef mixture lengthwise down the center of each rectangle. Sprinkle each with 2 tablespoons cheese. Fold the sides of the crust over the filling. Tuck the ends under to seal. Place the pillows onto a baking sheet. Brush the pillows with the egg mixture and sprinkle each with 1 tablespoon cheese. Repeat with the remaining pizza crust.
4. Bake for 20 minutes or until the pillows are golden brown. Serve with additional picante sauce.