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Follow the directions to defrost the frozen bread dough and allow the dough to rise.
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Punch down the dough and spread the dough out onto floured surface. With your fingers shape dough into a rectangle.
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Brown the sausage; crumbling the meat as fine as you can; drain the fat; allow to cool slightly
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Combine the cooked sausage, cheddar cheese and eggs.
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Spread 1/2 the mixture onto one of the rolled out bread doughs; leave room at edges for sealing.
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From the shortest side begin to roll up the dough - jelly roll style. Seal the edges and place dough seam side down on parchment lined baking sheet.
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Brush the top of the bread with the prepared egg wash (mix egg with two tablespoons water)
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Bake the bread at 350 degrees until a rich brown and sounds hollow when tapped.
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Serve warm, sliced.