Preheat oven to 350 degrees F. Lightly grease a cookie sheet with non-stick baking spray.
Unfold pastry sheet on a flat work surface.
In a small bowl, mix cream cheese, ricotta and strawberry filling.
Place cream cheese mixture on about 1/3 of pastry dough and roll as for a jelly roll.
Place roll, seam side down, on prepared cookie sheet.
Beat egg and brush the outside of roll.
Bake, uncovered, at 350 degrees for 45 minutes, until puffed up and golden.
Dust with confectioners' sugar if desired and slice into 8 pieces. Serve warm or at room temperature.