As a born and raised West Virginian I know a thing or two about peperoni rolls, make these instead. Feel free to add cheese, but not needed.
4 (7 - 8 oz) sticks pepperoni, 8 in long
1 1/2 c water
1 c whole milk
2 tbsp + 2 tsp sugar
6 2/3 (33 1/3 oz) all-purpose flour, + 1 tbsp
1 tbsp instant yeast
2 tsp salt
1 egg beaten with 1 tablespoon water
4 tsp sesame seeds
Cut pepperoni sticks in half crosswise, then cut each in half lengthwise. Slice each quarter lengthwise into 4 4-inch wedges (you should have 64 total). Place pepperoni in a large bowl, microwave until fat is rendered, about 3 minutes. Use tongs to transfer pepponi to paper towel-lined plate; reserve 3 tablespoons of pepperoni oil and do not wash bowl.
Combine water, milk, and sugar in a large measuring cup. Microwave until the temperature is 110º (about 1-2 min). Stir in pepperoni oil.
Mix flour, yeast, and salt in a large bowl. Add the water mixture and stir until incorporated. Knead until smooth. Put in the unwashed pepperoni bowl. Cover and let rise until doubled, about 1 hour.
Divide the dough into 3 1/2 oz pieces. Form into balls and let rest 5 minutes.
Toss pepperoni sticks with remaining 1 tablespoon of flour.
Press each dough ball into a 6x4” rectangle. Lay 4 pieces of pepperoni side by side, 1/2 inch apart, and roll into tight cylinder, pinching seam to seal. Leave ends open. (see picture)
Put rolls seam side down on parchment-lined rimmed baking sheet, end to end, 1/2 inch apart, 4 per row. Cover with plastic and rise until doubled, about an hour.
Brush with eggs and sprinkle with sesame seeds. Bake at 375º until golden brown, about 24 - 28 minutes.