Prep. Preheat oven to 400 F and line a baking sheet with parchment paper.
Chicken. Lay chicken (2) down on a cutting board. Place your hand on top of the chicken and carefully slice each breast in half. Place 1 breast as a time in a large resealable bag, remove the air, and seal. (Alternatively, you can place each breast between 2 sheets of plastic wrap). Use a meat mallet to pound the chicken until it's 1/4" thick.
Roll. Place a cheese stick at one end of the chicken, as well as 8 slices of pepperoni. Tightly roll the chicken over the cheese and pepperoni. Use a toothpick to keep the chicken and filling in place.
Coating. In a wide-mouthed bowl, whisk the egg. In a second wide-mouthed bowl, combine Italian seasoning (2 teaspoons) and parmesan (3/4 cup). Dip chicken in the egg, then in the parmesan and place on your prepared baking sheet.
Bake in the preheated oven for 40 minutes, or until the chicken is cooked through. Wait 10 minutes before slicing. Cover your chicken roll in warm pizza sauce and enjoy!