Preheat your smoker and rub the brisket with olive oil and seasonings. Smoke until tender, about six hours.
Combine beef broth, cheddar cheese, Monterey Jack cheese, sour cream, Dijon mustard, and Worcestershire sauce in a bowl until creamy.
Shred the brisket after letting it rest for 30 minutes.
Roll out pizza dough, cut into squares, fill with brisket and cheese filling, and seal.
Preheat oven to 400°F. Brush assembled bombs with beaten egg, sprinkle with salt, and bake for 15-20 minutes until golden brown.