Preheat the oven to 375 degrees. Grease a muffin pan very well.Combine flour, baking powder and spices in a bowl. Add in milk and egg and stir until combined.Stir in shredded cheese, red pepper and pepperoni. Allow mixture to stand for 10 minutes.Divide among the muffin wells. Cut each cheese string into 3 pieces and gently press 1 piece into the center of each muffin.Bake until lightly browned and puffed, about 20 minutes.Serve with warm pizza sauce for dipping.