Heat the olive oil over medium-high heat in a medium-sized, heavy skillet. Add the sausage and cook until crumbled and golden, about 5 minutes. Add the arugula and cook until wilted. Turn off the heat and let cool about 10 minutes. Add the cream cheese, 1/3 cup Parmesan, salt, and pepper and stir to combine. Set aside.
Preheat the oven to 400 degrees F. Roll out the pizza dough on a lightly floured surface to a thin 20 by 12-inch rectangle. Cut the rectangle in half lengthwise. The cut each half into 8 equal rectangles.
Spoon topping onto 1 side of each of the rectangles. Using a pastry brush, brush the edges of the rectangle with egg wash. Close the rectangle of pizza dough over the topping. Use a fork to seal and crimp the edges. Place the pizza pockets onto a parchment paper-lined baking sheet. Brush the top of each pizza pocket with egg wash. Sprinkle with the remaining Parmesan. Bake until golden, about 15 to 17 minutes.
Meanwhile, heat the marinara sauce over low heat in a medium saucepan. Serve the hot pizza pockets with the marinara sauce alongside for dipping.