HEAT oven to 400°F.
BEAT egg and water until blended; set aside. Roll out pastry sheet on lightly floured surface into 14x10-inch rectangle; cut lengthwise in half. Brush lightly with some of the egg wash.
SPRINKLE 1 pastry piece with 3 Tbsp. cheese and pepper; top with meat. Cover with remaining pastry piece, egg-side down. Roll gently with rolling pin to seal. Brush with half of the remaining egg wash.
ROLL up tightly to form 14-inch log, starting at one long side. Cut log crosswise into 24 slices. Place, cut-sides down, on parchment-covered baking sheet. Brush with remaining egg wash; sprinkle with remaining cheese.
BAKE 12 to 14 min. or until golden brown. Serve warm or at room temperature.