Unroll pastry on lightly floured surface. Roll to 15x9-inch rectangle. Cut into 3 lengthwise strips; transfer to baking sheet. Prick with fork to within 3/4 inch of one long side of each strip. Brush unpricked portion with egg. Bake 5 min. or until pastry begins to puff and surface is dry to the touch.
Meanwhile, heat oil in large skillet on medium heat. Add mushrooms; cook 3 min., stirring occasionally. Increase heat to medium-high; cook 5 min., stirring occasionally. Add cream cheese. Reduce heat to low; cook and stir 3 min. or until cream cheese is completely melted and mixture is well blended. Spoon onto pastry, leaving puffed edge uncovered. Place 8 of the shrimp evenly down center of each pastry strip.
Bake 10 min. or until crust is golden brown; sprinkle with Parmesan. Bake 2 min. or until Parmesan is melted. Remove from oven. Cool slightly. Sprinkle with basil. Cut each strip into eight pieces; place on serving platter. Serve warm.