Preheat oven to 375 degrees F. Let the puff pastry thaw according to the package directions.
In a large bowl, combine the chicken, broccoli, cheddar cheese, parmesan cheese, bell pepper, corn, onion, garlic, mayo, Italian seasoning, salt and pepper.
On a lightly floured parchment paper lined baking sheet, slightly overlap the puff pastry sheets to form a large rectangle. Spread the chicken mixture over the center of the dough evenly to create a log. Make sure to leave about 1/2 inch border around the width of the loaf so that your filling does not spill out when baking.
Using a sharp knife, cut about 1 inch wide strips in towards the center, making sure that the strips are exactly opposite each other. Fold the top end first, then fold the strips over the filling, alternating left and right to create a braid. When it comes to the other end, fold the end and finish the final strips to secure. Brush the braid with the beaten egg and sprinkle with the sesame seeds.
Bake for 30-35 minutes, or until the braid is a golden brown and flaky. Let it cool a bit before slicing and serving.