1. In large skillet set over medium heat, cook bacon for about 2 minutes or until fat starts to render. Add crumbled sausage; cook for 5 to 8 minutes or until sausage is golden. Transfer to paper towel. Let cool completely.
2. Whisk eggs. In the same large skillet over medium-low heat, pour in egg mixture. Cook, stirring frequently, for 3 to 5 minutes or until eggs are set and soft curds have formed. Set aside.
3. Preheat oven to 400°F. On lightly floured work surface, roll out dough into 15- x 10-inch rectangle, about 1/2-inch thick. Sprinkle meat mixture and scrambled eggs evenly over top, leaving 1-inch border all around. Sprinkle with Cheddar cheese.
4. Starting from one long end, roll up tightly into log shape, pinching ends to seal. Place on parchment paper–lined baking sheet. Beat together egg and 2 tsp. water; brush all over loaf.
5. Bake for 30 to 40 minutes or until golden brown. Let cool for 15 to 20 minutes before slicing.
6. Make-ahead: Let cool completely; slice and freeze in individual portions. Reheat in toaster oven.