Heat oven to 425F. Unroll the dough onto a baking sheet that has been coated with cooking spray.  Pat the dough into a 15×10 inch rectangle.

Crumble the sausage into a large skillet set over medium heat. Cook until the sausage begins to brown. Add the onion and pepper. Cook, stirring occasionally, until the onion is softened – about 5 minutes. Add the eggs and cook 1 or 2 minutes, or until just set.

 Sprinkle the Monterey Jack cheese lengthwise down the center of the dough, leaving a 2 1/2 inch border around each side.  Spoon the egg mixture evenly over the cheese.  Sprinkle the cheddar over the egg mixture.  Make 2 inch diagonal cuts about 1 inch apart on both sides of the dough to about 1/2 inch of the filling, using kitchen shears.  Arrange the strips over the filling, alternating strips diagonally over the filling.  Press the ends under the braid to seal. Combine egg white and water in a small bowl. Brush over bread.

Bake for 15-20 minutes, or until the crust is golden brown.  Let stand for 5 minutes, then cut crosswise into 6 slices.