Preheat oven to 350 degrees F. Stretch out pizza dough to a rectangle on a greased baking sheet. Set aside.
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.
In a large bowl, combine sausage, mozzarella, Parmesan, egg, and pepper.
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.
Bake for 25 to 30 minutes, until dough is cooked and lightly browned. Cut into 1" slices and serve.