1. Preheat the oven to 400 degrees Fahrenheit. Line a large baking sheet pan with parchment paper.
  2. Heat the oil in a large skillet over medium heat. Add the garlic and cook, stirring occasionally, 30-60 seconds until no longer raw looking. Add the spinach and nutmeg and cook, stirring often, until the spinach is dry, about 4-5 minutes.
  3. Roll the dough out on a lightly floured surface to a 10 x 14-inch rectangle. Leaving a 2-inch surface clear around the edges, place the red peppers so that they lie flat in an even layer on the dough. Top the peppers with the cheese; finish with a layer of the spinach.
  4. Fold both short ends of the dough up over the filling. Start on one long end and fold the dough over the filling to begin the roll. Continue rolling the filled dough, taking care to keep the filling in place as you go. Before you get to the end, brush the edge of exposed dough with some of the egg; finish rolling and squeeze the edge closed.
  5. Transfer the log, seam side down, to the prepared pan. Brush it with egg and bake in the center of the oven 15 minutes. Check the bread, gently tucking any oozing filling back into the dough if possible. Bake until the bread is browned and sounds hollow when tapped, about another 17- 20 minutes.
  6. Allow the bread to cool at least 15 minutes before slicing.