Preheat oven to 375°F (190°C). Line a baking sheet with parchment paper.
Cut the dough balls in half. You may not need to use the whole bag of rolls. It depends on how big you want your Christmas tree.
Place the pieces of dough in the shape you want on the baking sheet. Brush with egg wash and sprinkle with black sesame seeds. Cover it with plastic wrap and put it in a warm place to rise, until doubled in size, about 30 minutes.
In a bowl, mix together the cream cheese, spinach, onions, jalapenos, bacon, pepper jack and cheddar cheeses, and food coloring, if using. Stir until well combined.
Once the dough has doubled, scoop the dip into the middle of the tree. Bake for 20 minutes or until the rolls are cooked through and golden.