Warm the water to approximately 105-110°F.
Mix all-purpose flour, yeast, sugar, and salt in a stand-mixer (begin with paddle attachment) or a bread machine (just use the dough setting for mixing). If you do not have either of these, use a large mixing bowl. While mixing, add the water and olive oil. (If you are using a stand-mixer, switch to the dough hook at this time).
Add in oat bran and mix until combined. Next, gradually add in the whole wheat flour, giving each addition enough time to mix. Stop adding flour once it turns into a sticky ball. Continue to allow the dough to mix together for about 1 minute (If you are using your hands, continue to knead the dough).
Place dough into a bowl, cover with plastic wrap, and place in a warm spot for 1 hour.
Preheat oven to 450°F. Spray a baking sheet with cooking spray.
Sprinkle counter with a small amount of flour and place dough onto surface. Press dough down to release air. Divide in half and roll out to 1/4 inch thick. Add small amounts of flour as needed to prevent sticking. Cut dough into circles using a 4" round cookie cutter, or even a drinking glass. Repeat with remaining dough.
Spoon out 1 teaspoon of sauce in the middle of each round. Add 1/2 tablespoon of cheese, 1 piece of pepperoni, a mushroom slice and a few slices of bell pepper (don't over-stuff!).
Moisten the edges of the dough with a small amount of water and then fold over into halves, pressing to help seal the dough. Using a fork, press the edges to seal them together firmly.
Place each pocket onto baking sheet and then poke the top of each with a fork.
Bake for 10 minutes or until the tops are golden brown.
Serve with mandarin orange wedges on the side.