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In a skillet add vegetable oil and chicken. Cook for about 5 minutes and then add chopped onion. Cook for additional 5-10 minutes. Remove from heat and set aside.
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On a cutting board spread dough into a rectangle. You may want to add a small amount of flour to cutting board so dough doesn't stick.
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Add chicken, then cheese and then sprinkle top with spinach.
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Starting with the long side of the dough, roll up; seal long edge. Cut roll into 12 slices.
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Add slices onto baking sheet and brush with egg.
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Bake 8-10 minutes at 400° or until dough is golden brown.