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Preheat oven to 350 degrees F. Stretch out pizza dough to a rectangle on a greased baking sheet. Set aside.
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In a large skillet, heat 1 tablespoon oil over medium-high heat. Cook sausage until cooked through and brown, about 8 to 10 minutes. Cool slightly.
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In a large bowl, combine sausage, mozzarella, Parmesan, egg, and pepper.
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Top the dough with sausage mixture, spread evenly over the surface leaving a 1" edge. Roll the dough up like a jelly roll. The seam should be down when you are done so the filling doesn't ooze out. Pinch the edges closed. Rub the remaining 2 tablespoons oil all over the bread to prevent sticking and to help brown the bread.
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Bake for 25 to 30 minutes, until dough is cooked and lightly browned. Cut into 1" slices and serve.