Line a baking sheet with parchment paper

In a medium skillet, combine sausage, green onion, and sage; cook over medium-high heat, stirring frequently until sausage is browned and crumbly. Drain well, cool for 10 minutes.

On a lightly floured surface, roll out each bread dough loaf into an 18x6 inch rectangle. Place sausage mixture evenly down the center of each rectangle. Sprinkle each evenly with cheese. Fold long sides of rectangles over filling to completely enclose filling, pinching edges to seal. Cut each in half crosswise to make 6 ropes, pinching ends to seal. Form dough into 2 braids. Place on prepared baking sheet, folding ends under. Cover and let rise in a warm place free from drafts for 1 ½ to 2 hours or until doubled in size.

Preheat oven to 350.

Gently brush beaten egg over braided loaves. Bake for 30 to 35 minutes or until golden brown. Let cool for 10 minutes before serving.