Preheat the oven to 350 degrees F (175 degrees C).

In a skillet over medium-high heat, brown ground beef, and drain excess fat. Reduce heat to medium, and stir in onions, cabbage, parsley, garlic, red pepper, salt and black pepper. Cook until cabbage has wilted. Remove from heat, and stir in Cheddar cheese and ketchup.

Divide each loaf of thawed bread dough into four equal pieces. On a lightly floured surface, roll each piece into a 6 inch circle. Place about 1/2 cup of the beef mixture onto the center of each one. Carefully pinch together the edges to seal. Place buns seam side down on a lightly greased or nonstick cookie sheet. Whisk together egg and milk with a fork. Brush the tops of the buns with the egg mixture and sprinkle with coarse salt and cracked black pepper.

Bake for 25 to 30 minutes in the preheated oven, until nicely browned. Serve hot with condiments of choice.