Preheat oven to 400 degrees Fahrenheit (204 degrees Celsius) and line a baking sheet with parchment paper.
In a large mixing bowl, combine Greek yogurt and self-rising flour until a shaggy dough forms.
Turn dough onto a lightly floured surface and knead for 2-3 minutes until smooth and elastic.
Roll dough into a large rectangle approximately 1/4 inch thick.
Spread marinara sauce evenly over the dough, leaving a 1/2 inch border at the edges.
Distribute shredded mozzarella and chopped turkey pepperoni over the sauce.
Starting from the long edge, roll the dough tightly into a log.
Slice the log into 12 equal-sized rounds.
Place rolls on the prepared baking sheet and brush tops with beaten egg.
Sprinkle with oregano and garlic powder.
Bake for 12-15 minutes or until golden brown and the cheese is melted.