Let dough rise until double in size. (about 4 hrs) Squeeze sausage meat from skin and crumble. Sautee with onion and chopped pepper. Drain well. Punch down dough and cut in half. Roll into a rectangle. Top with half meat and cheeses. Roll up and place in shallow baking pan seam side down. Repeat with other dogh. Brush egg wash over both loaves. Cut 3 slits 1" in each loaf. Bake at 375 for 25-30 min. Serve warm.