Make up the bread mix as recommended on the packet. Cover and allow to prove until double in size, about 45 minutes to 1 hour.
Preheat oven to 190 C / Gas 5. Lightly grease a baking tray.
Punch down the dough and press into a rectangle. Brush dough with beaten egg and arrange pepperoni, mozzarella, Parmesan and herbs over the dough. Roll the dough up like a swiss roll and pinch the seam to seal. Place seam side down on the prepared baking tray.
Allow to rest for 20-30 minutes at room temperature. Brush with water.
Bake in preheated oven for 30-40 minutes or until golden.