Cut off tops of rolls, reserving tops. Hollow out rolls, leaving a 1/4-inch shell in each.
Sauté onion and next 4 ingredients in a large skillet coated with cooking spray over medium-high heat 5 to 7 minutes or until tender. Remove from pan; set aside.
Heat skillet coated with cooking spray over medium heat; add egg substitute and cream cheese. Cook, without stirring, until eggs begin to set on bottom.
Draw a spatula across bottom of skillet to form large curds. Continue cooking until eggs are thickened and moist (do not stir constantly). Remove from heat.
Spoon evenly into rolls. Top evenly with onion mixture and feta cheese. Sprinkle with dill, if desired. Replace tops of rolls. Serve with sliced cantaloupe, if desired.