Grease a baking sheet and set aside. Prepare roll mix according to package directions using the warm water, 2 tablespoons butter or margarine, and egg. Knead dough and let rest as directed on the package.
Combine pine nuts or almonds, cheese, and parsley. Roll dough on a lightly floured surface into an 18-inch square. Brush with 2 tablespoons melted butter or margarine; sprinkle with cheese mixture. Roll up dough; moisten and seal seam. Cut crosswise into twelve 1-1/2-inch-thick slices.
Place slices, seam side down, on prepared baking sheet. Let rest for 5 minutes. Using a wooden spoon handle, press down in center of each slice to make a deep lengthwise crease on top of roll. Stir together slightly beaten egg and water; brush onto dough. Let rise in warm place until nearly double (30 to 35 minutes).
Bake in 375 degree F oven about 15 minutes or until golden. Serve warm. Makes 12.
Bake and cool rolls. Wrap in foil and place in a large plastic freezer bag or freezer container. Seal, label, and freeze up to 1 month. Thaw overnight in refrigerator or 2 hours at room temperature. Or, place foil-wrapped frozen rolls in 325 degree F oven for 20 minutes or just until warm.