Heat oven to 400°F. Lightly spray cookie sheet with cooking spray.
Unroll dough onto cookie sheet. Starting at center, press out dough to 15x10-inch rectangle; cut into 6 (5-inch) squares. In medium bowl, mix shrimp, artichoke hearts, feta cheese and roasted peppers. Place about 1/4 cup filling onto center of each square. Fold dough in half over filling; press edges firmly with fork to seal.
Bake about 15 minutes or until golden brown. Cool 10 minutes. Serve warm.