Pre-heat oven to 250 deg C.
Take the risen dough and knead it a little bit to remove the excess air.
Divide the dough into small lemon size balls and flatten each ball into 3 inches of diameter disc (roughly).
Place the grated cheese, chicken and jalapenos on half of the disc and fold over the other half to form a semi-circle.
With help of a fork, neatly press the ends so that they do not open while baking.
With help of a cooking brush, apply beaten egg as a glaze over the prepared dough and sprinkle a tsp of sesame seeds.
Place all the cheese bites into a greased baking tray and bake for 10 to 12 minutes.
Remove from oven when it gets a golden color, cool it slightly and then serve as evening snack or as breakfast.