Heat oven to 375°F. In 10-inch skillet, mix pork, bell pepper and cream cheese. Heat over medium-high heat, stirring occasionally, until hot. Set aside. Separate dough into 4 rectangles. Onto ungreased cookie sheet, place 2 rectangles, short ends together, forming 14x5-inch rectangle. Firmly press perforations and center seam to seal.
Spoon pork mixture lengthwise in 4-inch strip down center of dough to within 1/4 inch of edges. Top with cheese. Press remaining 2 rectangles to 7x5 inches, firmly pressing perforations to seal. Place each rectangle over cheese, pinching center seam to seal. Brush egg yolk mixture over top of rectangle.
Bake 18 to 22 minutes or until deep golden brown. Cut into slices. Serve warm.