Heat oven to 375°F. Cut each green chile lengthwise along one side; open chiles and pat inside and outside dry with paper towel. Coat all sides of each chile with cornmeal. Place 1 strip of each cheese in each chile; close chile (edges of chiles may not meet over cheese). Set aside.
Unroll dough and separate into 2 long rectangles; press each into 15x5-inch rectangle, firmly pressing perforations to seal. Cut each rectangle into 3 squares.
Place 1 cheese-filled chile diagonally on each square. Bring sides of dough up over chile; pinch firmly to seal. Fold down top; pinch to seal. Firmly pinch bottom point together to seal; place seam side down on ungreased cookie sheet. Brush tops with egg.
Bake 12 to 14 minutes or until golden brown. Meanwhile, heat taco sauce. Immediately remove rellenos from cookie sheet. Serve warm with warm taco sauce for dipping.