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Combine the Parmesan, caraway seeds, fennel seeds, salt, and pepper on a large baking sheet. Place the egg in a small dish. Line 2 baking sheets with parchment paper and set aside.
Remove the bread dough from the package and place on a large work surface. Cut the dough in half crosswise. Cut each half into 8 pieces lengthwise. Taking 1 piece of dough at a time, roll the dough under both hands until very thin and about 14-inches long. Using a pastry brush, dampen the dough with egg wash, roll the dough in the Parmesan mixture, gently twist and place on a parchment-lined baking sheet. Continue with the remaining dough pieces. Bake in the oven until golden, about 15 minutes. Remove from the oven, let cool slightly, and serve warm or at room temperature.