Preheat oven at 350 degrees Roll out the dough onto a smooth floured surface until it is in a large very thin rectangular shape If using a stick of pepperoni, chop into small pieces and set aside to mix with the cheese. If using presliced pepperoni, place a single layer of pepperoni out on the rolled out dough leaving exposed dough around the edges so that you can seal in the contents. Place the cheeses, chopped pepperoni (if using a stick), onion and egg in a large bowl and mix thoroughly. Starting on one of the lengthwise edge sides place a row of the cheese mixture on the dough over the pepperoni. Roll the end of the dough over the cheese mixture to cover. Then place another row of the cheese mixture along the rolled side and then roll the edges in and over the mixture to seal the contents inside the dough. Roll the dough over the row of cheese until it is covered. you are rolling the dough so that you will create a pinwheel design inside the dough log when sliced. Repeat this process until you have a "log" of dough. Be sure you have completely sealed the dough closed otherwise you will have the cheese mixture leak out during baking. Place in pre-heated oven and cook until golden brown (approximately 40 minutes). Allow to cool for about 5 - 10 minutes before slicing. Place on platter. Can also be served with some tomato sauce for dipping.