Sprinkle 1/2 cup shredded mozzarella across the middle of the dough; fold the bottom third of the dough over the cheese, then sprinkle 2 tablespoons shredded parmesan and 1/3 cup diced pepperoni over the folded part. Fold the top third of the dough over the filling. Roll out again, cut into strips and twist into pretzels. Brush with beaten egg and sprinkle with parmesan and coarse sea salt; bake.
Photograph by Victor Schrager