Roll out refrigerated dough and cut into three sections. Place a line of hot dogs, sausages, or mushrooms in the middle of the dough. Fold the dough in half and pinch the edges to seal. On the side where the dough is folded, make 1-inch slits, leaving ⅓ from the sealed edges uncut. Twist the first cut portion to the left, and second to the right. Repeat this for the rest of the portions. Place the shaped dough onto a baking sheet (lined with parchment or greased) and brush the dough parts with egg wash. Bake at 350°F for about 20 minutes, or until golden brown.