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Preheat oven to 350. Line a large baking sheet with parchment paper.
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Roll French bread dough out and sprinkle with mozzarella (use more or less depending on tastes). Even distribute pepperoni all over the cheese. Roll up as you would a cinnamon roll, tightly and carefully. Move to prepared baking sheet.
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Make an egg wash by whisking the egg and water together. Use a pastry brush to brush the egg wash over the entire loaf. Sprinkle with Italian seasoning and Parmesan cheese. Bake for 20 – 25 minutes, or until the bread is golden brown. Transfer to wire rack to cool slightly.
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While bread is cooling, heat the Sockarooni sauce in a small saucepan over medium-low heat.