1. Preheat oven to 400 degrees Fahrenheit.
2. In a frying pan over medium heat, heat oil and sauté vegetables, salt, and pepper for seven to 10 minutes.
3. Set aside to cool.
4. Divide the dough into two parts. Roll one out into a large rectangle. Spread cheese down the middle. Top with half the vegetables and add some more cheese on top.
5. Roll up jelly-roll style and flatten a little with your hands.
6. Repeat with the second part of the dough.
7. Top with egg wash and everything bagel spice.
8. Bake for 30 minutes.