Prepare hot roll mix according to package directions for rolls through the kneading step. Cover; let rest.
Meanwhile, for filling, in a large skillet cook sausage, sweet pepper, and onion until sausage is brown and vegetables are tender. Drain fat. Pat with paper towels to remove additional fat. Add mozzarella cheese and Italian seasoning to sausage mixture; mix well.
Divide dough in half. On a lightly floured surface roll one-half of the dough into a 10x8-inch rectangle. Spoon half of the filling over the dough to within 1 inch of all edges. Beginning at one long edge, roll up the dough into a spiral. Moisten and pinch edges to seal. Repeat with the remaining dough and filling to make a second loaf.
Place each loaf, seam side down, on a greased or parchment-lined baking sheet. Shape each loaf into a crescent. Using kitchen scissors, snip the top of each loaf in 3 places. Cover and let rise in a warm place about 20 minutes or until nearly doubled.
Just before baking, combine egg white and water. Brush the egg white mixture over the tops of the loaves. Sprinkle with sesame seed.
Bake in a 375 degree F oven for 25 minutes or until bread is golden brown. Cut each loaf into 6 slices; serve warm. Makes 6 servings.