To prepare the filling, stir together pepperoni, green sweet pepper, pizza sauce, onion, and dried Italian Seasoning in a small bowl. Use immediately or cover and chill for up to 24 hours.
Unroll pizza dough and on a lightly floured surface, roll dough into a 15 inch square. Cut into 25 3-inch squares.
Spoon a slightly rounded teaspoon of filling on top of each dough square. Use 2 teaspoons water to brush edges of dough squares. Lift a corner of each square and stretch the dough over the filling to the opposite corner, making a triangle. Press edges together and seal well with fingers or a fork.
Arrange mini-calzones on a greased baking sheet. Prick tops with a fork.
Mix egg and 2 teaspoons of water, brush over mini-calzones.
Bake at 425° for 10-12 minutes or until golden. During the last 3 minutes of baking time, if desired, sprinkle with Parmesan cheese.