 Now, this probably comes as no surprise, right? Pepperoni rolls at this point are an iconic West Virginia food, invented in the north central part of the state by Italian immigrants who wanted a portable lunch to take into the coal mines. We all know the story. But I would challenge any West Virginian who doesn't live within an hour's drive of Clarksburg. Cast your mind back about 20 or 30 years. Just how prevalent were pepperoni rolls in your day-to-day life back then?