Heat oven to 400º. Roll each sheet of puff pastry on very lightly floured surface into rectangle, 14x10 inches.
Spread 1/2 cup of the pesto evenly over each rectangle to within 1/2 inch of long sides. Starting at 10-inch side, loosely fold pastry into roll; brush edge of roll with egg, then pinch into roll to seal.
Cut each roll into 1/2-inch slices, using sharp knife. Place on ungreased cookie sheet. Bake 8 to 10 minutes or until golden brown. Serve warm.