How to slash bread to let steam out
A major problem (that I have had, and sounds like you're having) with filled-and-rolled bread is that the filling (e.g., if it contains water, butter, etc.) will steam and expand, yielding gaping holes in the middle of the bread.  You want this in things like, e.g., croissant and pastry, but not in stuff like cinnamon swirl bread or so.  It will also be very different between a batter bread (e.g., quick breads) versus yeast-leavened breads (which it sounds like you're using here).

I don't think slashing the loaf will be effective in this case.  You've got a rolled bread, which might have many layers -- you'll need to slash through every layer in order to have the steam escape.  Here are some other possibilities, depending on the nature of your loaf:


Try docking (poking the loaf with a bunch of holes); I can't find any good link on this. Use a chop-stick or wide-ish skewer to poke many holes, all over the loaf, all the way through the bread, after you have panned it. This can be effective for breads where you want some steam to escape without slashing the top.  Poking LOTS of holes all the way through may allow steam to escape during oven-spring.
Try a Russian braid. Roll, then cut through lengthwise, then and twist or braid, then put into loaf pan. For example, ATK did this with their cinnamon swirl bread, and this yields a similar swirl but without trapping as much steam.  Do an image-search for more examples.


Aside from slashing/cutting etc., 


If you roll very tightly with minimal trapped air, you may be able to improve the situation.  But this is tricky and may not be effective anyway.
How about mixing in the paste into the batter or dough?  If you do this at the right time in mixing, you'll end up with chunks of the filling (similar effect as swirl) with perhaps less steam-trapping effect.


Hope it helps.  Let us know how it comes out!