In a large skillet, cook sausage over medium heat until no longer pink; add pepperoni. Drain well and pat dry with paper towels; stir in cheese and set aside.
In a large bowl, combine the contents of the roll mix and yeast packets; stir in the water, butter and egg until dough pulls away from side of bowl and holds together. Turn onto a lightly floured surface; knead until smooth and elastic, about 5 minutes. Cover and let rest for 5 minutes.
Pat dough into a greased 15x10x1-in. baking pan. Spread sausage mixture lengthwise down the center third of dough; sprinkle with oregano. Fold sides over filling; press edges lightly to seal. Cover and let rise until doubled, about 30 minutes.
Brush with oil. Bake at 375° for 20-25 minutes or until golden brown. Let stand for 5 minutes before cutting.