Preheat the oven to 200 degrees (convection). Wash the lemon and finely grate about 1 teaspoon of the peel. Drain the olives and chop them with pine nuts. Crumble the feta, shred the mozzarella and mix everything in a bowl. Season with lemon zest, oregano, pepper and salt.
Unroll the pizza dough each time and distribute the mixture on top. Leave about 4 cm free on the upper long side. Roll up the dough from the long side and cut into snails approx. 4 cm thick.
Spread on a baking sheet lined with baking paper and bake in the preheated oven for about 15 minutes until golden. Serve the pizza rolls with olives and feta hot or chilled.
Tastes good as a snack or as a side dish to a salad plate.