Preheat the oven to 375 degrees F. Toss the sausages with 1 tablespoon olive oil on a baking sheet and bake, turning the sausages halfway through, until golden brown and fully cooked, about 35 minutes.
Line another baking sheet with parchment paper or foil. Combine the remaining 2 tablespoons olive oil and the rosemary and oregano in a small bowl; set aside. Roll out the pizza dough into a 6-by-12-inch rectangle, then cut the dough crosswise into twelve 1-inch-wide strips.
Wrap a strip of dough around each sausage and set on the prepared baking sheet with the ends of the dough on the bottom. Brush with the herb oil and sprinkle with the mozzarella and parmesan. Bake until the dough is golden brown, 12 to 15 minutes. Serve with marinara sauce.