Heat olive oil in a large pan over medium high heat.
Add peppers and onions and cook until they begin to soften 2-3 minutes.
Add shredded chicken, taco seasoning, and water.
Cook mixture until the water is absorbed, another 5 minutes.
In a separate,microwaveable, dish add cubed cheese and Ro*TEL diced tomatoes.
Microwave until cheese is melted, stirring it together with the Ro*TEL.
Unfold thawed puff pastry sheet and roll it out into a rectangle that is 1/4 inch thick.
Cut 1 inch strips down the left and right thirds of the puff pastry, leaving the middle section untouched.
Add chicken mixture to the middle of the puff pastry and then pour the cheese dip over it. You will not use all of the cheese dip just enough to cover the chicken. Save the rest for later!
Fold the end of the puff pastry up and then fold the first left strip into the middle, then a right strip, letting the pieces meet in the middle. Continue down the length of the puff pastry.
Make a simple egg wash with an egg and water and brush the egg wash over the puff pastry.
Place in a 400 F oven to bake for for 20 minutes or until golden brown.
Serve with the remaining cheese dip.