Heat the oven to 375 degrees F. Unroll the dough on a cookie sheet and separate into 4 even rectangles. Press each rectangle into a 5 by 5-inch square, firmly pressing perforations to seal.
Spread 1 tablespoon pizza sauce on 1/2 of each rectangle to within 1-inch of edge. Sprinkle each with 3 tablespoons cheese and top with 6 slices pepperoni. Fold the dough diagonally over the filling. Firmly press the edges of the dough with a fork to seal. Sprinkle the triangles with grated Parmesan cheese. With a fork, prick the top of each pocket to allow steam to escape.
Bake 13 to 15 minutes or until deep golden brown. Serve warm.