Roll each dough piece on a lightly floured surface with a rolling pin. Top with about 1 to 2 tbs sauce, 2 tbs cheese and 1 tbs pepperoni. Wet the edges of the dough (the best way to do this is to place a small bowl of water near you and wet your fingertips) and pinch the edges tightly together. Place on a baking sheet, covered with a Silpat.
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Fill a large pot with water, making sure you have enough room for it to bubble up, but deep enough for the rolls to fit in. Add the 2 tbs sugar and allow to boil, add the baking soda (there will be lots of bubbling), add the buns (about 4 at a time) and allow to boil for about 30 seconds, remove with a large slotted spoon and return to baking sheet. Brush with melted butter and sprinkle with coarse salt.
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