You could certainly use store-bought bread dough. Still very good. You can look around the interweb and find a lot of recipes for these and a good number of those use store-bought dough.
For the recipe, all amounts are approximate - they will vary with the flour used, weather, etc.
The Filling
Fill 'em with what you like, this time I had a lot of leftover roti chicken. Traditional, according to Mrs. Gable the old German lady down the street, is ground beef, cabbage, and chopped onion.
2 lbs ground beef
1 small head cabbage, chopped
1 large onion, chopped
Salt and black pepper to taste
Cook the beef in a skillet or wok until brown. Remove from skillet and set aside
Cook the cabbage and onion down in the beef fat until soft and wilted. The cabbage will wilt and cook down to less than half it's starting volume. Salt and black pepper to taste while cooking. Use more black pepper than you think you need...
When the cabbage is done, mix the beef into the cabbage and set aside to cool.
Dough
6 cups AP or bread flour
Two cups buttermilk, plain yogurt - some kind of dairy.
1/4 cup of oil or melted butter.
1 TBS kosher salt
3 tsp sugar
2 eggs
1 packet quick rising yeast
Mix everything at once by hand or in a stand mixer. Add more buttermilk or flour if needed, a little bit at a time until it looks right. Allow to rise in a covered bowl until it doubles in size, about 2 hours. Or you can make the dough a day or two ahead and just stick it into the refrigerator and it will rise overnight.
Putting them together
Roll out into a 1/4" thick rectangle and cut into 4" by 4" squares with a pizza wheel or knife. You should get 18 - 20 squares. Don't worry about the squares being exact, other shapes will still work.
Dust a cutting board with flour and lay out a dough square. Put in as much filling as you can manage - with a 4x4 squares I get in a little under a cup. Wet a pastry brush with a little water and wet the outside 1/2" of the square.
Grab a corner and pull to the middle, using the other hand to support the filling. Then take the corner next to it and bring it to the middle overlapping edges with the first bit. The wet dough will stick together with a little encouragement and crimping. Repeat with the other sides. Place on parchment paper crimped side down. Then do the rest.
Cooking
Bank a little less than a full chimney of lit charcoal on one side of the kettle, with the target temperature of 425. I overdid it with a brimming chimney of Stubbs and hit 475.
Melt 1/2 stick of butter for brushing.
Put bierocks on the grill opposite the charcoal and brush with melted butter. You'll probably need to do two batches. I did, even using the Upper Deck grill. Cook for about 15 minutes, checking halfway through to see if you need to turn the bierocks to avoid burning.
If it takes longer, that's ok. I usually determine doneness by sticking with a Thermapen. If it's hot in the middle, the bierocks are done. The middles were about 145 on this batch.
Cool on a wire rack so that the bottoms don't steam. Yes, "wire rack" can be on another kettle.
Important safety tip: Wait before eating! Coming off the grill these are HOT.
Let cool before refrigerating leftovers. That way they won't steam inside whatever container you are keeping them.
Nuke for 1 minute to reheat.