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1.
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To make the dough, fill a Pyrex measuring cup with 1 Cup hot water from the tap, then place it in the microwave and heat it for 2 minutes.
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This will get it boiling.
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2.
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In a separate cup dissolve the yeast in 1/3 Cup of warm water.
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It doesnt need to start to bubble up here, just to dissolve.
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3.
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In your stand mixer (or large mixing bowl) mash the sugar, salt and shortening together with a fork.
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You want it to be well incorporated.
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4.
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Pour the boiling hot water over the shortening mixture.
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Then pour the cold water over it.
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Finally, pour the yeast/water mixture in.
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5.
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Add the flour into this mixture 1 Cup at a time, while mixing.
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You know you have enough flour when the dough scrapes the sides of the bowl clean.
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You want to be sure to have enough flour here.
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Dont let the dough be too sticky.
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6.
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Once you have enough flour, let it mix for about 8 minutes.
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The dough should have a nice elasticity to it.
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7.
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After the dough has mixed enough, separate it into 6 equal parts and let it rest for 5 minutes on a sprayed cookie sheet.
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8.
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Spread each piece of dough out into a rectangle.
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You can see from the picture, they dont need to be a perfect rectangle.
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Who wants to try and be perfect?
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Not me.
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9.
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Lay out some of the pepperoni into the middle of each rectangle.
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10.
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Sprinkle about 1 Cup worth of cheese mixture over the top of each.
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11.
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Roll it up!
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12.
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Be sure that the dough gets wrapped around the pepperoni and cheese well, or it will all leak out.
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13.
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Place the seam side of each roll down and tuck in the edges and ends.
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14.
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Whisk your egg up until it is frothy.
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15.
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Spray a knife with cooking spray and then cut some slits in the top of each little roll.
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16.
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Slather the egg wash all over the tops and sides of the loaves.
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17.
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Grind the seasoning over the top.
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18.
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Bake at 400 for 10 minutes, or until the tops are starting to get golden brown.
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Turn the oven down to 350 and cook for another 8 minutes.
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(Or, if you have a convection oven, cook at 375 for 7 minutes and then 325 for about 5 minutes.)
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19.
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Let the rolls rest for about 5 minutes before you cut into them.
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Enjoy!