Place dough on a counter, dusting with flour.
Chop onion, tomatoes and portobello mushrooms.
In a medium saute pan over medium heat, warm olive oil. Add onions, and cook until lightly browned.
Add chopped portobello and marsala cooking wine. Cook for 10 minutes.
Add tomatoes, salt, and pepper to pan. Cook until tomatoes are softened, 7-10 minutes. Remove from heat.
Meanwhile, preheat oven to 400 degrees. Shape the dough into a log, and cut into 6 equal pieces. Using a rolling pin dusted with whole wheat flour on a floured surface, shape each piece into a thin circle.
Spoon veggies evenly onto each piece of dough. Add 1/4 cup shredded cheese on top of each.
Make the dough into pizza pockets by folding the corners of each onto its top, kind of criss-crossing as you go. Place the pockets onto a pizza pan or baking sheet.
Cook until dough is lightly browned and cheese is bubbling, around 15 minutes.