Preheat oven to 425°F (220°C). Grease large baking sheet -- or line with parchment. Heat 1 tbsp (15 mL) oil in skillet set over medium-high. Add mushrooms, green pepper, garlic, oregano and salt; cook until mushrooms are tender, 5 to 6 min. Cool completely.
Meanwhile, divide dough into 8 equal portions. On lightly floured surface, roll each piece into a 6-in. (15-cm) diameter round, about 1/4-in. (5-mm) thick. On half of each round, leaving a 1/2-in. (1-cm) border, place 3 meatballs, a portion of mushroom mixture, 2 tbsp (30 mL) sauce and 2 tbsp (30 mL) shredded cheese. Gently fold over the dough to cover the filling; pinch together edges to seal. Brush tops with remaining oil. Using a knife or kitchen scissors, cut 2 slits on top for steam. Place panzerotti on prepared baking sheet . Bake 20 to 25 min., or until golden brown. Let stand 5 min. before serving.
Meanwhile, heat remaining tomato sauce in a small saucepan set over medium heat until hot. Serve with panzerotti.