Preheat oven to 340°F. Add the olive oil to a medium sauté pan over medium-high heat and cook the sausages until brown, 12-15 minutes. Let cool then use a slotted spoon to transfer to a bowl. Combine sausage with the pepperoni and mozzarella.
Roll out the dough into 2 long ovals. Slice the end pieces off the dough to save for later to make mini sausage breads. Brush the top and bottom of each piece of dough with olive oil and divide the sausage mixture between the 2 loaves. Fold the dough over like a calzone and poke holes along the sides to release the steam with a fork. Bake until light brown on top, 20-25 minutes.