Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a large bowl, combine the self-rising flour and Greek yogurt until a thick dough forms.
Transfer dough to a floured surface and knead for 2 minutes until smooth and no longer sticky.
Roll the dough out into a rectangle approximately 10x12 inches and 1/4 inch thick.
Spread the marinara sauce evenly across the dough, leaving a 1/2-inch border at the edges.
Layer the shredded mozzarella and turkey pepperoni slices over the sauce.
Sprinkle garlic powder and dried oregano over the toppings.
Carefully roll the dough into a tight log starting from the long edge.
Slice the log into 12 equal-sized rounds using a sharp knife or unscented dental floss.
Place the rolls cut-side up on the prepared baking sheet and brush the sides and tops with the whisked egg.
Bake for 12 to 15 minutes or until the crust is golden brown and the cheese is bubbling.