Heat oven to 375°F. Grease cookie sheet with shortening or cooking spray. In medium bowl, beat eggs, water, salt and pepper; set aside.
In 10-inch skillet, heat 2 teaspoons of the oil over medium-high heat. Add spinach and bell pepper; cook 2 to 3 minutes, stirring frequently, until tender.
Pour egg mixture over vegetables; reduce heat to low. Cook, stirring occasionally from outside edge to center, allowing uncooked egg mixture to flow to bottom of skillet, until center is set but still moist. Remove from heat; set aside.
Separate dough into 8 rolls. On cookie sheet, press or roll each to form 4-inch round; sprinkle each with 1 tablespoon cheese. Spoon about 1/4 cup egg mixture on half of each round; sprinkle each with additional 1 tablespoon cheese. Fold dough over egg mixture; do not seal edges. Brush tops with remaining 1 teaspoon oil.
Bake 15 to 20 minutes or until golden brown.