Heat oven to 350°F. Line large cookie sheet with cooking parchment paper. In medium bowl, mix olives, red peppers, oil, vinegar, capers, garlic and salt; set aside.
On large cookie sheet, unroll both dough sheets, placing long sides together to make 15x12-inch rectangle; press edges to seal. In small bowl, beat egg and water until well blended; brush thin layer over dough. Reserve remaining egg mixture.
Place ham lengthwise down center of rectangle in 6-inch-wide strip. Layer ham with salami, cheese, olive mixture and mortadella. 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 remaining egg mixture over dough.
Bake 25 to 35 minutes or until deep golden brown. Cool on cookie sheet 10 minutes. Cut crosswise into slices. Serve warm.