The phrase "to form a pocket" means to create or shape a small space or opening by folding or shaping something, usually in a concave way. Full definition
After the first couple rolls, you'll see that the middle will have formed pockets of buttery goodness, while the outside will look more dry. (bonappetit.com)
Gently fold the dough over, forming a pocket around the filling. (kingarthurflour.com)
Because they're less durable, they tend to form pockets over time. (consumerreports.org)