Heat oven to 400° F. Combine cooked sausage with next 5 ingredients; add black olives, if desired. Press each biscuit into a 5-inch circle. Spoon 2 heaping tablespoons sausage mixture onto center of each biscuit. Moisten the edges of the dough with a small amount of water; fold dough over mixture to form half-moon shaped pockets. Place on an ungreased baking sheet. Brush egg mixture on top of each pocket. Sprinkle with oregano and Parmesan cheese. Bake 10 minutes or until golden brown. Discard any remaining egg mixture.