For the dough, in the bowl of a stand mixer or in a large bowl by hand, combine the warm water, yeast, sugar, oil, salt and 2 cups of the flour. Begin mixing and continue to add the rest of the flour gradually until the dough has pulled away from the sides of the bowl. Judge the dough by how the dough feels and not by the exact flour amount - you may have to add more or less depending on a variety of factors (see a tutorial on working with yeast here). The dough should be soft and smooth but still slightly tacky to the touch. Especially because this recipe calls for all whole wheat flour, overflouring the dough will make dense, tough rolls so err on the side of underflouring because you can always add more flour later.
Knead the dough in the stand mixer or by hand until it is very smooth and elastic, about 7 minutes in a stand mixer or 10 minutes by hand. Lightly spray a large bowl with cooking spray and place the dough in the bowl. Cover the bowl with lightly greased plastic wrap. Let the dough rise until it has doubled (this usually takes about an hour).
Gently punch down the dough and press it out on a lightly greased counter to a 17X14-inch rectangle.
Spread the pizza sauce evenly across the top, leaving a border on both of the long sides. Sprinkle with the mozzarella cheese, layer on the pepperoni, and sprinkle on the Parmesan cheese.
Beginning with one of the long edges, roll the dough up cinnamon roll style, trying to keep the roll as tight as possible. Pinch the seam to seal.
Carefully lift the roll and place it seam side down diagonally on a lined (parchment or silpat) 12x18-inch baking sheet. Using a clean pair of scissors, cut a slice almost down to the bottom of the roll (don't cut all the way through!) every inch or so the length of the pizza roll (see the setp-by-step pictures below). Gently pull the slices to alternating sides down the length leaving that little bottom portion of dough intact so the rolls are not completely separated.
Let the rolls rise, uncovered is fine, until slightly puffy, about 20-30 minutes. Preheat the oven to 400 degrees toward the end of the resting time.
Bake the pizza rolls for 18-22 minutes until they are golden on top and the bread is baked through. The filling will be hot and bubbly.
Let the rolls rest for about 5 minutes before pulling apart and devouring. Dip the rolls in extra, warmed pizza sauce, if desired.
Notes
Flour: you could definitely sub out the whole wheat flour for all-purpose flour or use a combination (half of each or something like that). Pizza Sauce: I make a full batch of my favorite homemade pizza sauce. Even though the recipe only calls for a portion of it, I either save the rest to use in an upcoming pizza night or we warm it and dip the pizza rolls in for those that love extra sauce. Filling: it probably goes without saying but the filling options are endless. Have fun experimenting! Quantity: oh, also, for our family of 7, I usually double this recipe (and make two). We have about half of the second leftover but just one batch isn't quite enough for our pizza-loving family.