In a large bowl, sift the all-purpose flour, then add the dry yeast, salt, and sugar. Mix well.
Pour in the lukewarm water and olive oil, then start kneading. Work the dough until it is smooth and elastic. Cover and let it rise for 1 hour.
Slice the jalapeño pepper into thin rings, and grate the cheddar and mozzarella cheese.
Divide the risen dough into two parts, then roll them out into circles on a floured surface.
Sprinkle the grated cheddar and mozzarella cheese onto one half of each dough circle, then place the jalapeño slices on top.
Sprinkle with oregano, basil, and a pinch of black pepper.
Fold the other half of the dough over the filling, then press the edges together to seal, preventing the filling from leaking out.
Brush the top with beaten egg, and prick a few holes with a fork to allow steam to escape during baking.
Bake in a preheated oven at 400°F (200°C) until golden brown, about 20 minutes.
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