Allow dough to rise until nearly doubled.

Meanwhile, in a skillet over medium heat, cook and crumble sausage. Add mushrooms and onion. Cook and stir until the sausage is browned and vegetables are tender; drain. Cool. Beat 1 egg, set aside. To sausage mixture, add 2 eggs, cheese and seasonings; mix well. Roll each loaf of dough into a 16-in. x 12-in. rectangle. Spread half the sausage mixture on each loaf to within 1 in. of edges. Roll up jelly-roll style, starting at a narrow end; seal edges. Place on a greased baking sheet. Bake at 350 degrees F for 25 minutes; brush with beaten egg. Bake 5-10 minutes more or until golden brown. Serve warm.