Preheat the oven to 375ºF. Grease a 9-inch cake pan with cooking spray.
Lightly flour your work surface then divide the dough into 19 equal portions. Roll each piece of dough into a small circle about 3 inches in size. Add 1 to 2 teaspoons of marinara sauce into the center of each piece of dough then sprinkle the marinara with a small portion of the cheese and one slice of pepperoni. Pull all of the sides up to meet in the center, firmly pinching to seal the fillings inside the dough pocket. Repeat the filling and sealing process with the remaining pieces of dough.
Beginning in the center, arrange the filled dough balls seam side down in a single layer in the prepared pan. (Do not overlap the dough balls.)
In a small bowl, whisk together the egg with 1 tablespoon water. Brush the eggwash all over the tops of the dough balls then sprinkle the Parmesan cheese on top.
Bake for 25 to 27 minutes until golden brown and bubbly. (You can check if the dough is fully baked by lifting one piece to see if the bottom has browned slightly.) Remove the pizza bites from the oven, sprinkle the tops with the dried oregano and serve with additional marinara sauce for dipping.