- Line a large baking sheet with parchment paper. If planning on baking the twists right away, preheat the oven to 400°F.
- Open the tube of dough and separate it in half (the dough should separate naturally in the middle).
- Sprinkle about ¼ cup cheese on your work surface and unroll the dough so that it lays flat on top of the cheese.
- Sprinkle on half of the chopped pepperoni on top of the dough, followed by another ¼ cup cheese.
- Fold the dough in half, then roll it out until the filled dough stretches to about 12 inches long. Cut the dough into 8 long strips.
- Twist each strip gently like a corkscrew and arrange on the prepared baking sheet. Repeat the process with the remaining dough, cheese and pepperoni.
- If baking right away, brush the twists lightly with the egg. Bake the dough twists in the oven until golden brown, 8 to 10 minutes. Remove from the oven and serve right away.
If making ahead, place the baking sheet in the freezer and freeze until firm, about 30 minutes. Transfer the twists to a resealable plastic bag or an airtight container and store in the freezer up to 1 month. To bake, preheat the oven to 400°F. Brush the frozen twists with egg and bake until golden brown, 10 to 12 minutes. Remove from the oven and serve right away.