Heat oven to 400 degrees. Cut the dough into quarters and shape into 4 balls. Set aside. In a medium bowl, mix the pepperoni, ricotta, and mozzarella. Roll or pull each ball into a 7-inch circle. Spoon 1/4 of the pepperoni filling onto the center of each. Fold over and pinch the edges together. Place on a baking sheet and brush with oil. Bake for 30 minutes, or until golden. Meanwhile, heat the sauce, then spoon it over the calzones. Top with the parmesan.