Thaw the frozen bread loaves according to package directions until puffed.

Brown the ground sausage in a skillet over medium heat and drain excess grease.

Combine the cooked sausage, shredded mozzarella cheese, and tomato sauce in a bowl.

Gently punch down the risen dough. Cut each loaf in half, creating 8 portions. Roll out each portion into an oval shape.

Spoon about 1/4 to 1/3 cup of the sausage mixture onto one half of each oval. Fold the other half over to create a half-moon shape and crimp the edges shut with a fork.

Brush the tops with the beaten egg wash and sprinkle with Italian seasoning if desired. Bake at 400°F (200°C) for 12-15 minutes, until golden brown and puffed.