Preheat oven to 400ºF.
Cut pizza dough into 4 equal pieces and roll each out into a rectangle. Scatter the cheese, torn basil and pepperoni over the dough. Brush the one of the long sides with a little egg wash then, starting with the opposite side, roll the dough up into a log, enclosing the toppings inside. Shape the log into a pretzel and transfer to a baking sheet.
Brush the top of the pizza pretzel with remaining egg wash and sprinkle with coarse salt. Bake until golden brown, about 25 minutes.
While the pizza pretzel is baking, place a medium pot over medium-high heat to heat up tomato sauce, until warm.
Serve the pizza pretzel with the tomato sauce dipper alongside.