In a small mixing bowl, combine the salt, chili powder, cumin, mustard, sage, paprika, cinnamon and cracked black pepper. Massage the pork shoulder all over with the dry rub.
Place a large Dutch oven over high heat. Add the oil and heat until shimmering. Put the pork shoulder in the pot and sear on all sides until golden brown, about 4 minutes per side. Set the pork aside.
Reduce the heat to medium and add the red onion and orange to the pot. Cook, stirring, until the orange edges are caramelized, about 6 minutes. Put the pork back in and pour in the sweet tea. The tea should cover about two-thirds of the pork; it should not be fully submerged. Cover the pot with a lid. Oven-braise the pork, turning it over halfway through the cooking time, until fork-tender, about 2 hours.
For the pockets: Meanwhile, assemble the vegetable filling. Squeeze the spinach to remove all of the moisture. Use your fingers to break up the spinach as you sprinkle it into a large mixing bowl. Add the black beans, corn, pepper jack, Cheddar, pickled jalapenos, cilantro, salt, black pepper, scallion and bell pepper. Stir thoroughly to combine.
Remove the pork from the pot and discard the cooking liquid. Using 2 forks, shred the pork into bite-size chunks, making sure to discard any fatty pieces. Add the pork to the vegetable filling and toss to combine.
Line 2 baking sheets with parchment paper. Spread 2 rounds of pie crust dough onto a surface lightly dusted with flour. Place six 1/4-cup mounds of filling onto the first round of pie dough, leaving space in between each mound. Lay the second round of dough directly on top of the mounds. Using a pizza cutter, make slices in the dough to separate each mound and form a triangular pocket.
Working with one triangle at a time, press the tip of a fork along the edges to seal the pocket on all 3 sides. Place the sealed pocket on one of the parchment-lined baking sheets. Continue with the remaining dough and filling. Brush the triangles with the beaten egg to ensure even browning. Bake until golden brown and crispy, 25 to 30 minutes. Serve warm.