Heat oven to 375°F.
Separate dough into 8 triangles. Place egg and bread crumbs in separate bowls. Place 2 tablespoons rice mixture in center of each triangle; place 1 cheese piece on each. Wrap dough around rice mixture to form ball, with cheese in center, sealing well so rice mixture is completely covered. Dip balls into egg; coat with bread crumbs. Place on ungreased cookie sheet.
Bake about 25 minutes or until golden brown. Cool 15 minutes; serve warm.