Allow the dough to thaw; cook the spinach according to the package directions; drain well.
Brown the sausage and drain off the fat, add the onion and cook until onions are soft. Beat egg and add about 1/2 to the reserved spinach and save the rest to brush over top of bread.
Working with one loaf of bread at a time, roll the bread into a rectangle about 9 x 13 inches. Spread half of the spinach, sausage, and mozzarella cheese over the dough and sprinkle with 1/2 of the parmesan cheese. Roll up jelly roll style starting on a long end. Seal all edges tightly so the stuffing remains inside.
Place on baking sheet and pierce tops of bread loaves with a fork a few times. Brush with the egg and bake at 375°F for 20 minutes or until browned. Repeat the steps for the other loaf of bread.