Cut 1/2 off of one roll and roll it into a 10-inch rope. Cut the rope into 4 segments for the laces. Set aside.
Press remaining 5 1/2 rolls into a football shape leaving the top mounded and edges thinner. Pull the ends to exaggerate the points.
Place on a baking sheet sprayed with non-stick cooking spray. With a knife, make a slight cut across the top of the football not quite reaching the points.
Lay each lace across the cut. Using a toothpick or knife, push the ends of the laces down into the football securing them tightly.
Brush with egg and let rise for 30 minutes. Bake at 350°F 20 minutes or until golden brown. Let cool and then slice. Spread with mayonnaise, if desired and stuff with lettuce, deli meat and cheese.