Heat oven to 375 degrees. In small bowl, mix cheese pepperoni, oregano and egg yolk.
Unroll dough, separate dough into 4 rectangles. Firmly press perforations to seal.
Spread each rectangle with about 3 tbsp pepperoni mixture. Starting at shortest side, roll up each rectangle; pinch edges to seal. Cut each roll into 6 slices. Place cut side down, 1 inch apart on ungreased cookie sheet. Brush with beaten egg white.
Bake 12 to 15 minutes, or until golden brown. Serve warm.