The Pepperoni Roll... can't beat it. Best in the 'Burgh. If you're wandering in the chaos of the Strip on a weekend morning, be sure to stop by and get a Pepperoni Roll, with marinara sauce to dip, they're usually selling them outside.
They also have a room upstairs if you want to devour some right away, or just take it home and heat it up for a delicious game time snack.