Remove the pizza dough from the fridge and then from the plastic bag and place it in a bowl. Cover and let rest at room teperature for about an hour.
While the dough is resting make the filling:
Place the olive oil in a skillet and saute the thinly slice peppers and onions on low until they are soft and translucent. Once cooked remove them from the pan.
Add the sausage meat to the pan. Cook until the sausage is browned and crumbled. Use a spatula or wooden spoonn to break up the meat.
Add the peppers and onions back to the pan with the sausage.
Add the tomato paste and some of the water to loosen up the paste and mix to combine.
Remove the mixture fron the pan and place it in a bowl to cool to room temperature.
Once cooled mix in the mozzarella.
The filling can be made a day in advance and stored in the refridgerator.
Preheat your oven to 375℉.
Roll the pizza dough to a rectangle 15" x 12". Cut the dough into 3 strips 15" x 4".
Spread a third of the filling down the middle of each strip.
Fold the short edges about ½" over the filling. Then, fold one of the long edges of the dough over the filling and then the other side pinching the seam together to seal. Place the long roll seam side down on a parchment lined baking sheet. Repeat with the other 2 strips.
Crack the egg into a bowl and whisk.
Brush the rolls with the egg wash and sprinkle with the sesame seeds and the grated pecorino romano.
Bake for 20-25 minutes or until golden brown. Allow to cool slighly.
Cut the rolls into 2" pieces on the diagonal.