Here's a description of the pepperoni roll taken from Wikipedia:
"The classic pepperoni roll consists of a fairly soft white yeast bread roll with pepperoni baked in the middle. The pepperoni can take several forms: a single stick; several folded slices; or shredded or ground meat. During baking, spicy oil from the pepperoni suffuses the bread. Most people prefer the rolls to be moist but not soggy; thus, the texture of the bread is an important factor in the rolls' quality. A typical pepperoni roll weighs about three ounces, eaten as a snack or as the main dish of a lunch. Pepperoni rolls are eaten either unheated, if not then warmed slightly in an oven or microwave.
The rolls originated as a lunch option for the coal miners of north-central West Virginia in the first half of the twentieth century. The pepperoni roll bears a resemblance to the pasty and sausage roll, which originated in the mining communities of Great Britain, as well as to the Italian calzone. All these foods allow a miner on a break from a tiring and dirty job to eat a full meal with a minimum of fuss. Pepperoni and other Italian foods became popular in north-central West Virginia in the early 20th century, when the booming mines and railroads attracted many immigrants from Italy."
My first experience with pepperoni rolls were from the Country Club Bakery in Fairmont West Virginia, the creator of the pepperoni roll. Since then, I've been meaning to make my own version. The other day I jumped in with both feet.
The recipe I use combines a sweet roll recipe I had and a stick Bridgford pepperoni.
1/2 stick of Bridgford pepperoni sliced lengthwise into 3 inch long pieces
1 cup of milk
1/4 cup sugar
1/4 cup butter
1/2 tablespoon salt
3 to 3 1/2 cups of flour (if you find the 3 cups too wet) this recipe will make a sticky dough
1 tablespooon active dry yeast
-Mix butter and 1/2 cup milk - add sugar, salt, then heat this mixture slightly until it hits 95-105°F.
-Stir in the yeast. Let this mixture set for a few minutes until the yeast starts to activate. You can tell this when the yeast starts to froth, it takes about 10 minutes.
-Put the rest of the milk in a separate container and beat the egg into this milk.
-Pour the milk and yeast mixture into a large bowl. You can then start sifting in the flour. After about half of the flour has been worked in you need to add the milk and egg mixture. The remainder of the flour is then worked in.
-Once this is completed you need to cover the dough loosely with plastic wrap, and let it rise until it has doubled in size.
-Make round balls of the dough and put them on a cookie sheet. In order to roll the round balls you will need to put some flour on your hands or the dough will stick to your hands.
-Once you have made 12 equally sized balls, wrap the dough around 2 to 3 sticks of the sliced pepperoni. The dough will be quite sticky and should easily wrap around the pepperoni. Be sure to seal the pepperoni into the loaves.
-Place the loaves on a cookie sheet and let them double again and then bake in a 350 degree oven for about 13-17 min. Or until golden brown.
The rolls turned out better than expected, I cooked them on a large Pampered Chef bar pan and they turned out wonderfully. I'd suggest using a baking stone whenever making bread as it helps prevent the scorching of the bottom of your loaves due to oven temperature cycling.