Spread rice on 1/2 of the sheet of nori. Sprinkle masago over the rice. Flip nori over and place on a sushi rolling mat.
Add crab, bell pepper, lettuce, and okonomiyaki sauce. Roll nori over ingredients into a roll. Place avocado slices on top of the sushi roll, then cover with plastic wrap and press on by rolling in the sushi mat again. Slice the roll into about 6 pieces and remove the plastic wrap. Place sushi on a plate and drizzle with additional okonomiyaki sauce.
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