Move oven rack to highest position. Heat oven to 375°F. Unroll dough onto ungreased cookie sheet; press to form 12x10-inch rectangle. Cut dough into 3 lengthwise strips.
Spread roasted peppers to within 1/2 inch of edges of 1 strip. Spread pesto to within 1/2 inch of edges of second strip. Spread cream cheese to within 1/2 inch of edges of third strip.
In small bowl, combine egg and water; beat well. Brush long right edge of each strip lightly with egg mixture. Starting with long left edge, carefully roll each strip into long rope. Pinch edges and ends to seal, turning so seam side is down. From center, loosely braid ropes to each end. Pinch ends together to seal. Brush with egg mixture; sprinkle with sesame seed.
Bake at 375°F. on highest oven rack for 15 to 20 minutes or until golden brown. Remove bread from cookie sheet. Cool 5 minutes. Serve warm. Store in refrigerator.