At Rolling Oaks Mall in San Antonio there's a place called I think Villa Pizza.They and the pizza place in North Star Mall over on McCullough and Rector have pepperoni rolls. Haven't had them in awhile though when mde right they are quite tasty.

A pepperoni roll here is pizza dough with pepperoni and cheese inside served with a side of dipping sauce. While not every restaurant makes them, I find a good number of place I've been do make them.. not just my state (NJ).
 
My favorite place is Phills II Takeout in Allentown, NJ. It's in the middle of nowhere, on some back road. I made a wrong turn going home from work one night and saw this building set back behind some trees. The sign wasn't working at the time, so I couldn't really see what it was.
 
It's an Italian take-out place. No seating. Everything I've had there was fantastic. They make not only pepperoni rolls, but eggplant, hot dog, and a few other kinds of rolls. I think they were all under $2 too.
 
A little off topic, but they make a "Country Rigatoni" that is fantastic.. pasta, with salami, and a lighter tomato sauce.