In a medium-sized skillet over medium heat add the oil, once hot add the onion and bell pepper, cook until softened and slightly brown, stirring occasionally, 10-12 minutes. Add the garlic to the pan and cook until fragrant, 30 seconds. Add the roast beef, Worcestershire sauce, and steak seasoning. Mix to combine and let cook for an additional 2 minutes. Take off the heat and set aside.
In the body of a stand mixer add the warm beer, yeast, and sugar. Stir a few times just to combine. Let sit for 5-8 minutes until foamy. Add the flour and salt. Using the dough hook attachment, knead the dough for 3-5 minutes on medium speed until a dough ball starts to form. If the bottom of the dough sticks to the bowl, you can add a little more flour, just 1 tablespoon at a time until it doesn’t stick.
Preheat the oven to 450°F.
Lightly dust a clean work surface, place the dough on the work surface and knead a few times so the dough comes together in a ball. Cut the dough ball into 4ths. Taking one 4th of the dough, cut that into 3rds. Cut each 3rd into 3rds. I like to use a bench scraper for cutting. You will now have 36 pieces of dough.
Add the hot water and baking soda into a medium-sized bowl, whisk together, set aside. Cut the provolone and American cheese each into 36 equal-sized pieces.
Working with one dough ball at a time, use a rolling pin or by hand stretch the dough into roughly a 4-inch flat circle of dough, add a little flour if it is sticking. Add one piece of the provolone and one piece of the American cheese on top of the dough circle. Add 1 tablespoon of the roast beef filling. Gather the sides of the dough together and pinch the seams together to make a package. Roll into a ball, set aside. Repeat with two more dough balls. Once you have three dough balls, place them into the warm water.
Repeat the process with three more dough balls. Once they are done, take out the dough balls from the warm water mixture and place them onto a greased baking sheet or a baking sheet lined with parchment paper, not touching about 2 inches apart. Repeat this process with the rest of the dough and filling. You will most likely fill up two sheet trays.
Brush the tops of the dough balls with the beaten egg. Add a sprinkle of kosher salt on top of each dough ball. Bake for 8-10 minutes until golden brown. Let cool slightly and serve.