In a large mixing bowl combine 2 cups of flour, sugar, yeast, oregano, and salt. Set aside.

In a microwave safe bowl combine the water and shortening. Heat for 1 minute then remove from the microwave and stir until the shortening is melted. The temperature of the water should be between 120-130 degrees.

Add the water to the dry ingredients and mix until combined. Add in the egg and mix well.

Stir in the cheese and pepperoni and mix well. Then stir in enough remaining flour to form a soft dough.

Turn the dough onto a floured surface and knead for 6-8 minutes or until the dough becomes smooth and elastic.

Place the dough in a greased bowl, turning once to coat. Cover and let rise in a warm place until doubled, about 1 hour.

Punch down the dough after it has doubled. Divide the dough into 4 pieces. Divide each piece into 6 balls. Roll out each ball to an 8 or 9 inch rope. Tie the dough in a knot, pinch the edges together, and place on a baking sheet. Cover and let rise for 30 minutes.

Preheat the oven to 375 degrees. Bake the rolls for 11-14 minutes or until they are golden brown. Remove from oven and sprinkle with Parmesan cheese and parsley.

Serve with the pizza sauce.