Divide loaf of dough into 8 pieces. If using rolls, combine 2 rolls together to form 8 rolls. On a lightly floured surface, roll one piece of dough into a circle 4-5-inches in diameter. Top with 1 tablespoon sauce, 1 tablespoon pepperoni and 1 tablespoon cheese. Roll up tightly, jelly-roll fashion. Pinch seams to seal. Repeat with remaining pieces of dough. Place rolls 2-3-inches apart on a greased baking sheet. Brush each with egg glaze and top with remaining cheese. Let rolls rise until puffy. Bake at 375° oven for 15-20 minutes. Remove from pan and let cool on wire rack.