Heat oven to 375°F. Remove dough from can in 1 long roll; do not unroll or separate. Cut roll into 16 slices.
On ungreased cookie sheet, place slices cut side down to form tree. Start by placing 1 slice for top; arrange 2 slices just below, with sides touching. Continue arranging a row of 3 slices, then a row of 4 slices, ending with a row of 5 slices. Use remaining slice for tree trunk.
Bake 11 to 13 minutes or until golden brown. Cool 1 minute; carefully loosen from cookie sheet with spatula, and slide onto cooling rack. Cool completely, about 15 minutes.
Place tree on serving platter or tray. In small bowl, mix cream cheese spread and milk until smooth. Spread mixture over baked tree.
Cut strips from red bell pepper for garland; chop any remaining red pepper. With small star-shaped canapé cutter, cut star from yellow bell pepper; chop remaining yellow pepper. Decorate tree with bell peppers, broccoli, carrots and cucumber. Serve immediately, or cover loosely and refrigerate up to 24 hours before serving.