Make the chicken fingers: Preheat the oven to 425 degrees F. Pulse the pepperoni in a food processor until finely chopped. Transfer to a shallow dish and combine with the Italian seasoning, breadcrumbs and olive oil. In a separate shallow dish, whisk the eggs with a pinch of salt.
Set a rack on a baking sheet; coat the rack with cooking spray. Add the chicken to the egg mixture and toss to coat. Remove the chicken from the egg mixture, shaking off any excess, then coat with the pepperoni breadcrumbs, pressing firmly to adhere. Place the strips on the prepared rack and coat generously with cooking spray. Bake until cooked through and golden brown, 15 to 20 minutes.
Meanwhile, make the dipping sauce: Combine the marinara sauce and mozzarella in a microwave-safe bowl. Just before serving, microwave in 30-second intervals until the sauce is hot and the cheese melts. Stir to combine. Serve with the chicken fingers.