Heat oven to 375°F. In medium bowl, combine deviled ham and 1 of the eggs; mix well. Add cheese, shallot, salt and pepper; blend well. Add spinach; mix well.
Unroll dough; place on ungreased cookie sheet. Starting at center, press out dough with hands to form 14x9-inch rectangle. In small bowl, combine remaining egg and water; mix well. Brush egg mixture lightly over dough; reserve remaining for top of braid.
Spread filling lengthwise in 4-inch-wide strip down center of dough to within 1/4 inch of each end. With sharp knife, make cuts 1 inch apart on long sides of rectangle, just to edge of filling. Fold strips of dough alternately over filling to create braid. Fold ends of braid under to seal. Brush top with reserved egg mixture.
Bake at 375°F. for 20 to 25 minutes or until golden brown. Cool 5 minutes. Serve warm.