To roast peppers, cut them into quarters and remove stem, membranes, and seeds. Place peppers, cut side down, on a foil-lined baking sheet. Bake in a 425 degree F. oven for 20 to 25 minutes or until skin is bubbly and browned. Place the peppers in a bowl and cover. Let stand 20 to 30 minutes or until cool enough to handle. Pull off the skin gently and slowly using a paring knife. Cut the pepper pieces into strips.
Meanwhile, combine spinach, basil, Parmesan cheese, and garlic in a blender container or food processor bowl. Cover and blend or process with on/off turns until well combined. (Stop machine occasionally to scrape down sides.) Add 1 tablespoon of the beaten egg and process until nearly smooth.
Line a baking sheet with parchment paper or plain brown paper. Unfold the pastry sheets. Carefully transfer one pastry square to the prepared baking sheet. Brush pastry sheet with some of the remaining beaten egg. Sprinkle half of the bread crumbs in a 3-inch-wide strip down center of pastry. Spread half of the spinach-basil mixture on top of bread crumbs to within 1-inch of the ends. Sprinkle with half of the toasted pine nuts or almonds. Arrange half of the pepper strips evenly over filling.
On both sides of filling, make 3-inch cuts from the edges toward the center at 1-inch intervals. Starting at one end, alternately fold opposite strips of dough at an angle across the filling. For second loaf, repeat with remaining pastry square, bread crumbs, spinach-basil mixture, pine nuts or almonds, and pepper strips. Brush pastry with beaten egg.
Bake in a 425 degree F. oven 25 minutes or until golden brown. Serve warm or cooled. Cut each pastry crosswise into six slices, then lengthwise to make 12 pieces. Makes 24 servings.