Combine the beaten eggs and milk in a dish. Add in salt and pepper and set aside.
Heat the oil in a frying pan over medium-high heat.
Top 8 of the bread triangles with a slice of tomato, mozzarella, and 2 pepperoni slices.
Cover the sandwiches with the remaining 8 slices of bread, press down on top of the sandwich and seal together the edges.
Place the sandwiches in the egg mixture, about 30 seconds on each side.
Seal the sandwiches again before adding them to the hot oil, one at a time.
Fry for about 2 minutes on one side and flip it over carefully with a pair of tongs. Continue to cook for another 30 seconds to 1 minute.
Remove the sandwiches with a slotted spoon and drain well on paper towels.