Heat oven to 375°F. Spray cookie sheet with cooking spray. Unroll dough on work surface. Pinch seams to seal and roll with a rolling pin to create an even rectangle. Cut into 6 rows by 4 rows to make 24 squares.
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.
Bake 10 to 15 minutes or until golden brown. Remove from cookie sheet. Serve warm.