Unroll the dough. Separate into 4 rectangles; seal the perforations.
Combine the cream cheese and milk in a medium mixer bowl. Beat at high speed until smooth, scraping the bowl. Beat at high speed until smooth, scraping the bowl occasionally. Stir in the mushrooms and horseradish.
Spread the cream cheese mixture evenly over each rectangle. Roll as for a jelly roll to enclose the filling.
Cut each roll into 6 equal slices. Dip the slices in the egg. Arrange cut side down on an ungreased 11x17-inch baking sheet. Sprinkle with the poppy seeds.
Bake for 10 to 12 minutes or until puffed and golden
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