Thaw bread dough loaves in refrigerator 8 hours.
Cook sausage, pepperoni, and onion in a large skillet, stirring until sausage crumbles and is no longer pink. Drain well. Cool slightly, and stir in black-eyed peas, Cheddar cheese, and mozzarella cheese.
Roll each loaf of thawed bread dough into a 12- x 5-inch rectangle on a lightly floured surface. Brush with egg yolks. Spread each loaf evenly with sausage mixture. Roll up, starting with a long side; pinch ends to seal. Place, seam side down, on a lightly greased baking sheet. Brush with remaining egg yolks.
Bake at 350° for 30 minutes; cover loosely with aluminum foil, and bake 10 more minutes.