Preheat your oven to 400ºF. Wash the potatoes well and then pat dry with a paper towel. Using a large, sharp knife, cut parallel slits into the potatoes about 1/8th inch apart and about 80% of the way through the potato (see images below for details). Do not cut through the bottom of the potatoes--each potato should still be one piece.
Place the sliced potatoes on a baking sheet covered with parchment or foil for easy clean up. Use your hands to rub cooking oil over the entire outside surface of the potatoes. Begin stuffing the slits in the potatoes with slices of pepperoni. Use 8-10 slices of pepperoni per potato, placing a pepperoni in every other or every third slit. Season the potatoes with a pinch of salt and a generous sprinkle of Italian seasoning blend.
Bake the potatoes in the preheated oven for 45-60 minutes, or until they are tender all the way through. Remove the potatoes from the oven and pour about 1/3 cup pizza sauce over the top of each potato. Top the sauced potatoes with shredded mozzarella, then return the potatoes to the oven for an additional 7-10 minutes, or until the cheese is melted and slightly golden brown on the edges. Serve hot.