Combine all dough ingredients in your bread machine in the order listed, or in the order recommended by your particular brand of bread machine.
Run the short dough cycle.
Divide dough into 12 pieces.
Flatten each into a circle about 4-5” in diameter.
Put several pepperoni slices and 2 chunks of cheese in the center of each dough piece.
Bring up the sides of the dough around the filling and pinch the ends together.
Roll each into a ball, making sure the dough is evenly distributed around the filling with no “thin” spots.
Preheat oven to 350º.
Place dough balls on greased cookie sheets (place any visible seams down) and let rise for 15-20 minutes in a warm place while the oven preheats.
Bake in preheated oven for 12-15 minutes.
Notes
These rolls freeze wonderfully, so feel free to make a double batch for later. Also, you can use any type of bread dough (your favorite recipe or even frozen dough).