Set your oven to 425°F (220°C) to preheat. While the oven heats up, defrost the puff pastry according to the package instructions so it’s ready to work with.

Roll out the puff pastry sheets on a lightly floured surface. Cut each sheet in half to form long rectangles. You should end up with four long pieces if using two sheets of pastry.

If using sausage links, remove the sausage from its casing by slicing lengthwise and peeling off the casing. Then, place the sausage meat in a bowl. Divide it into four equal portions.

Take one portion of sausage and shape it into a long log, stretching it evenly along the length of one pastry half. Repeat with the remaining sausage portions so each piece of pastry has a sausage log running down the center.

Carefully fold the pastry over the sausage, wrapping it tightly, and pinch the edge to seal it closed. Place the seam side down. Using a sharp knife, cut each long roll into six equal pieces, about 2 inches long each.

To allow steam to escape while baking, use a knife to make two or three small diagonal slashes on the top of each piece. Then, in a small bowl, beat the egg with 1 tablespoon of water. Brush the tops of each sausage roll with the egg wash for a golden finish.

Place the sausage rolls on a baking sheet lined with parchment paper, spacing them about two inches apart to ensure even cooking.

Bake in the preheated oven for about 20 minutes, or until the pastry is golden and crispy. Rotate the pan halfway through baking to ensure even browning.