Brush dough rectangles with beaten egg. Evenly spread olive mixture on 2 of the rectangles. Top with remaining 2 rectangles, egg-brushed side down; press down. With thin sharp knife, cut each filled rectangle crosswise into 8 strips. Place strips 1 inch apart on cookie sheets, twisting each 2 or 3 times. Brush tops of strips with beaten egg. Sprinkle strips lightly with cheese.