Heat oven to 450°F. In 12-inch skillet, cook sausage, onion, carrots, bell pepper and garlic over medium heat 10 to 12 minutes, stirring occasionally, until sausage is thoroughly cooked; drain. Stir in marinara sauce, pepperoni and olives. Simmer 3 to 5 minutes or until thickened. Remove from heat; stir in cheese blend.
Spray bottoms, sides and rims of 4 (10-oz) individual baking dishes (ramekins) with cooking spray. Spoon meat mixture into dishes. Place on 15x10x1-inch pan.
Unroll dough on large cutting board. Cut in half lengthwise, then cut in half crosswise. Place 1 dough piece over meat mixture in each dish, overlapping rim. Brush with egg. Top each pot pie with 2 slices cheese, overlapping slightly. Bake 16 to 20 minutes or until crust is brown. Garnish with oregano.