UNROLL dough on lightly greased cookie sheet; press seams together to form 12x4-inch rectangle.
SPRINKLE oregano over cheese; lightly press oregano into cheese. Place cheese, oregano side up, in center of dough. Bring edges of dough up over feta cheese; press edges of dough together to seal, completely enclosing cheese. Brush with egg.
BAKE at 350°F for 20 minutes or until lightly browned. Serve with assorted NABISCO Crackers, French bread slices or cup-up fresh fruit.