Preheat oven to 350. Grease a 13x9 inch pan and spread a bit of the pizza sauce on the bottom to prevent sticking. In a medium bowl, mix together the egg, ricotta, 1 cup of mozzarella, 1/2 cup of Parmesan, parsley, and black pepper. Spoon the cheese mixture over the lasagna noodles, using about 2 Tbs of the mixture per noodle. Place 4-5 pepperoni slices on each lasagna strip. Roll up the lasagna noodles, starting from a short end. Place seam side down in the prepared 13x9 dish. Spread remaining pizza sauce on top of the rolls. Make sure to cover the noodles to prevent them from drying out in the oven. Top with remaining 1/2 C mozzarella and 1/4 C of grated Parmesan. Cover the dish with aluminum foil. Bake for 45-50 minutes, removing foil for the last 10-15 minutes so the cheese can brown. Let stand for 10 minutes before serving.