Heat oven to 375°F. Grease cookie sheet with shortening or cooking spray; sprinkle with cornmeal. Divide thawed dough into 12 equal portions.
Shape each portion of dough into a ball. Place rolls on cookie sheet. Spray sheet of plastic wrap with cooking spray; place sprayed side down over rolls. Cover with towel. Let rise in warm place 45 to 60 minutes or until doubled in size.
Meanwhile, place rinsed parsley leaves on paper towels; pat dry. With kitchen scissors, cut stems from leaves.
In custard cup, beat egg and water with fork. Brush mixture over top of each roll. Dip parsley leaves into egg mixture; place 3 leaves on top of each roll. Brush remaining egg mixture over parsley-topped rolls.
Bake 15 to 20 minutes or until golden brown. Immediately remove from cookie sheet. Serve warm.