Unroll the loaf on the cookie sheet. Cut it into 4 rectangles.
Spread 2 Tablespoons of marinara sauce on the bottom half of each rectangle. Leave a little border of dough on the bottom and sides so you'll have room to seal all the goodness inside.
Place a heaping 1/4 cup of mozzarella cheese on top of the sauce. Layer 10 pepperoni slices on top of the cheese.
Fold the top of the dough over the filling on the bottom half, pressing the edges to seal. Seal the edges again with a fork. If stuff is leaking out, it's OK.
Cut three slits in each calzone, to let the steam escape. Brush the tops with the beaten egg white and sprinkle with sesame seeds or Parmesan cheese.
Bake for 15 - 18 minutes, or until golden brown. Let cool at least 5 minutes before serving with the additional (warm) marinara sauce for dipping.