Heat a skillet over medium-high heat. Cook and stir beef until browned and crumbly, 5 to 7 minutes. Add onion; cook until translucent, about 3 minutes more. (Drain and discard grease.)
Preheat oven to 400 degrees F (200 degrees C).
Roll out dough onto a baking sheet. Layer pepperoni, beef mixture, Cheddar cheese, and mozzarella cheese in the center of the dough. Roll up and seal all ends. Brush with olive oil; sprinkle with Parmesan cheese and sea salt.
Bake in the preheated oven until golden brown, 20 to 25 minutes.
Pour pizza sauce into a microwave-safe bowl; heat in the microwave until warm, 3 to 4 minutes. Serve alongside pizza roll.