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 16x12" rectangle. Spread half the sausage mixture on each loaf to within 1" of edges. Roll jelly-roll style, starting at a narrow end; seal edges. Brush with beaten egg.
Place on greased cookie sheet and bake at 350 until golden brown.
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