Preheat oven to 350°F. Line baking sheet with parchment paper.
Take one sheet of phyllo dough and fold it in half crosswise. Brush the entire top half of the dough with melted butter.
At the bottom of the dough, spread 1 tablespoon pizza sauce then place 3 pepperoni on top and finish with a slice of mozzarella. Roll the dough over the filling, folding the side edges in to seal like a burrito. Place the roll seam-side down and repeat with the remaining rolls. Brush each with some melted butter.
Bake for 20-25 minutes or until golden brown. Serve warm with a side of sauce.
Thawed Phyllo Dough - do not use phyllo dough until it is thawed. Otherwise it will just crack.
Fold in Half - you want to take a sheet of phyllo dough and fold in half crosswise. This makes the dough slightly thicker, but also makes it the perfect size for a pizza roll.
Butter Phyllo Dough - you need to butter the top half of the phyllo dough so as you roll it up, it will stick together.
Cheese - I like using fresh mozzarella cheese but it can melt out slightly, which I don't mind. If you don't want this to happen, just use string cheese instead.