Heat your grill for medium heat. Coat the sausage lightly with olive oil, then grill until cooked through and browned. Let rest at room temperature for a few minutes, then slice into coins.
Slice the onion thinly and grate the mozzarella. Have your provolone ready to go.
Roll out the pizza dough into a large rectangle. Spread tomato sauce evenly over the surface, leaving a 1-inch border.
Layer the toppings: sausage, onions, seasoning, mozzarella first, and finish with provolone.
Brush the edges of the dough with water. Carefully roll it up into a loaf, pinching the seam to seal. Place seam-side down on a parchment-lined baking sheet.
Brush the top with beaten egg for that golden shine.
Bake at 400°F until the bread is deep golden brown, about 30–35 minutes. Cool slightly before slicing.