Preheat oven to 350 degrees. Spray a baking sheet with cooking spray and set aside.
Crumble and brown the sausage in a skillet over medium heat, until it is no longer pink. Drain.
Open the tube of pizza dough on the prepared baking sheet and straighten edges into a rectangle. Sprinkle cooked sausage and mozzarella cheese over the dough, leaving about 1-inch open along the edges. Roll up the dough jelly-roll or cinnamon-roll style, crimping down on the baking sheet. Brush the loaf with beaten egg.
Bake in preheated oven for 25-30 minutes, or until the crust is golden and the bread is cooked through. Allow loaf to rest 10 minutes before slicing.