Dainty lobster rolls, made with little soft white buns, are gone in one satisfyingly swift, summery bite.
Preheat convection oven to 375 degrees or conventional oven to 350 degrees. Coat parchment-lined baking sheet with cooking spray. Roll dough into 1/2-inch-thick logs. Cut into 2-inch pieces; round ends. Place 1 1/2 inches apart on baking sheet; cover with sprayed plastic wrap. Let stand in a warm place until doubled, about 20 minutes.
Brush egg wash on buns. Bake, rotating pan halfway through, until golden brown, about 6 minutes. Cool buns on rack; slice vertically three-quarters through.
Remove lobster meat from shells and finely chop in a bowl. Mix with mayonnaise, and season with salt and pepper. Fill each roll with 1 teaspoon lobster mixture.