Heat oven to 425°F. In 10-inch skillet, cook sausage and onion over medium heat about 8 minutes, stirring occasionally, until sausage is no longer pink; drain. Reserve 2 slices of pepperoni; chop remaining pepperoni.
Spray cookie sheet with cooking spray. Unroll dough on cookie sheet. Starting from center, press out dough to form 15x9-inch rectangle. Sprinkle cheese down center of dough to within 2 1/2 inches of long sides and within 1/2 inch of short sides. Top with sausage mixture, pizza sauce and chopped pepperoni.
With scissors or sharp knife, make cuts 2 inches apart on long sides of dough to within 1/2 inch of filling. Alternately cross strips over filling. Pinch edges to seal. Brush egg over dough. Place 2 reserved pepperoni slices at top of dough to look like eyes.
Bake 15 minutes or until golden brown. Let stand 5 minutes before slicing. Cut crosswise into slices.