Spray the 9" pie pan or 9" angel food cake pan with oil.
Once the dough has finished rising for the first time get the dough out of the bowl, place it on the counter flatten it out a little and cut it into 4 equal sections.
Next, roll each one of the four sections into 10"x6" ovals. Using a knife or a bench scraper, cut the top half of the oval into small ribbons, roughly all the same size, all the way across.
Scoop out 1/2 cup of the buffalo chicken filling and place it on the lower half of the oval that did not get cut. Starting with the bottom half of the dough that has the filling on it, roll it up towards the top that has the ribbons. Repeat with the remaining three pieces of dough and filling.
Once all four pieces are rolled place them in a circle end to end in the prepared pan, cover it with plastic wrap and let the dough rise in a warm place for another 60 minutes.
While the dough is rising, preheat the oven to 350 degrees. Once the dough has finished rising, mix one egg with a 1 tbsp of water and gently egg wash the top of the dough.
Place the Wool Roll in the oven on the middle rack and bake for 40 minutes, or until it is a nice golden brown color!
After it's finished baking, let it cool in the pan for 10-15 minutes, then run a knife around the edges of the pan to make sure none of the sides are sticking. Carefully turn the bread out of the pan onto a cutting board, and slice it up and enjoy!!