The dough would probably have to be something like a pierogi dough (a pierogi is a Polish dumpling that is stuffed and folded over, like a little calzone, and then usually deep fried). Pizza dough just has flour, water, and yeast in it (plus a bit of salt and sugar). This would result in a thick, bready roll that would be more like a pizza pillow. But, pierogi dough doesn't use yeast, and it has eggs and butter in it, which makes it thin and it would crisp up more like a store-bought pizza roll. This would also work very well fried.