Preheat pellet grill to 350 °F.
In a medium size bowl, dissolve sugar and salt in warm water, add yeast, eggs and butter. Add flour slowly and knead until smooth.
Lightly coat the dough with oil, and let sit 2 hours, in covered bowl.
Pinch off 1 1/2 inch balls and flatten. Roll dough around pepperoni stick, and close ends. Place on a baking sheet.
Bake for 20-25 minutes until tops begin to brown.
Let cool and enjoy while pepperoni oils are still warm and fused with bread.
Store in air-tight container or freeze.
Frozen bread dough may be used in place of dough recipe.