Heat oven to 375°F. In small bowl, mix feta cheese, green onions and 3 tablespoons of the beaten egg.
Do not unroll dough; separate long roll into 2 shorter rolls at center perforations. Unroll 1 roll until 1 rectangle can be separated from roll. Refrigerate remaining dough. Press dough into 7 1/2x5-inch rectangle, pressing diagonal perforations to seal. Cut rectangle into 6 (2 1/2-inch) squares.
Top each dough square with slightly rounded measuring teaspoon feta cheese mixture. Fold dough over filling, forming triangle; press edges to seal. On ungreased cookie sheets, place triangles 2 inches apart. Repeat with remaining 3 dough rectangles and feta cheese mixture.
Brush tops with remaining beaten egg. Sprinkle lightly with Parmesan cheese.
Bake 9 to 11 minutes or until golden brown. Serve warm.