Slice pepperoni into quarters.

Chop green and red peppers.

Saute pepperoni and peppers in a small amount of oil until tender.

Divide pizza dough into two portions.

Roll out each dough portion to cover a cookie sheet.

Bake the dough at 350 degrees F for about 4 minutes, until slightly risen.

Beat the egg in a bowl.

Add 1/4 cup of water to the beaten egg and mix.

Combine the sauteed pepperoni and peppers with the egg mixture.

Spread the pepperoni and pepper mixture evenly on the partially baked dough.

Layer the mozzarella and cheddar cheese over the pepperoni and pepper mixture.

Roll up the dough tightly like a jelly roll, sealing the ends.

Use the remaining water to seal the dough if necessary.

Bake at 350 degrees F for 30 minutes, or until golden brown.

Let cool for at least 10 minutes before slicing and serving.