Heat oven to 375°F. Lightly spray large cookie sheet with cooking spray.
In medium bowl, gently mix sausage, scrambled eggs and cheese. Separate dough into 10 biscuits. Press or roll 5 biscuits to form 4 1/2-inch rounds. Place on cookie sheet. Spoon about 1/2 cup sausage mixture onto center of each round. Press or roll remaining 5 biscuits to form 5-inch rounds; place over sausage mixture on each. Press edges firmly with fork to seal. Mix egg and water; brush over filled biscuits.
Bake 13 to 18 minutes or until golden brown.