In small bowl, mix cream cheese, mayo, crabmeat, onion, and red pepper. Salt and pepper to taste. Divide crab mixture evenly among the squares, dropping it by spoonfulls that are 1/2 inch from 1 corner of each square.
Starting with same corner, fold dough over filling, and tuck end tightly underneath filling; continue rolling to within 1/2 inch of opposite corner.
Roll opposite corner of dough over roll; press to seal. Place on cookie sheet. Brush with egg white, if desired. Then, bake at 375 degrees for 10 to 15 minutes or until golden brown.