Thaw dough and allow to rise according to package directions.

Turn out dough onto a lightly floured surface. Roll/press dough into a large rectangle (approximately 15" by 12"). Combine egg and Parmesan cheese, stirring well; spread egg mixture over dough, leaving a 1/2-inch margin at edges. Layer pepperoni and mozzarella cheese over egg mixture, and sprinkle with oregano.

Roll up dough jellyroll fashion. Seal edges, and fold under ends. Transfer loaf, seam side down, to an ungreased baking sheet. Bake at 375° for 30 minutes. Cut into slices to serve.

Cindy's Notes: I usually use a little less pepperoni - maybe 6 ounces. I always used to have a "blow out" in the loaf as it baked - the cheese would break through the dough and run out onto the baking sheet. I've started making slits through the top of the loaf. This seems to reduce how often it blows out.