Heat oven to 375°F. Line large cookie sheet with parchment paper. Microwave frozen vegetables as directed on box, 2 to 3 minutes to thaw.
In large bowl, mix vegetables, chicken, Parmesan and mascarpone cheeses. Stir in Italian seasoning.
On cookie sheet, unroll both dough sheets, overlapping long sides to make 15x13-inch rectangle; press seam to seal. Spoon chicken mixture down center of rectangle in 6-inch-wide strip. Using kitchen scissors or sharp knife, make cuts 1 inch apart on each long side of rectangle to within 1/2 inch of filling. Fold strips of dough diagonally over filling, alternating from side to side and pressing to seal. Brush with beaten egg white.
Bake 22 to 28 minutes or until crust is deep golden brown. Let stand 5 minutes.