Spray counter lightly with non-stick cooking spray. Roll combined rolls into a 12x16-inch rectangle. Cover with plastic wrap and let rest 10-15 minutes.
In a large skillet cook sausage completely. Drain well and place in a large bowl. Add spinach, cheeses, garlic, fennel seed, oregano and salt. Mix well.
Remove wrap from dough. Place sausage mixture lengthwise in a 4-inch strip down center of dough. Make cuts 1 1/2-inches apart on long sides of dough to within 1/2-inch of filling. Begin braid by folding top and bottom strips toward filling. Then braid strips left over right. Finish by pulling last strip over and tucking under braid.
Lift braid with both hands and place on a large sprayed baking sheet. Brush with egg white and sprinkle with additional fennel seed, if desired. Bake at 350°F 25-30 minutes.