Heat oven to 375°F. In small bowl, mix cheese, pepperoni, oregano and egg yolk.
If using crescent rolls: Unroll dough; separate dough into 4 rectangles. Firmly press perforations to seal. If using dough sheet: Unroll dough; cut into 4 rectangles.
Spread each rectangle with about 3 tablespoons pepperoni mixture. Starting at shortest side, roll up each rectangle; pinch edges to seal. Cut each roll into 6 slices. Place, cut side down, 1 inch apart on ungreased cookie sheet. Brush with beaten egg white.
Bake 12 to 15 minutes or until golden brown. Serve warm.