Heat oven to 200C/180C fan/gas 6. Unroll the pastry on a lightly floured surface and cut in half horizontally. Slice each half into 5 equal strips. Cut each rectangle in half diagonally to make 2 long triangles.
Put a sausage on the fattest end of the pastry triangle and roll up. Repeat with the remaining sausages, then pop them all onto a greased baking tray. You can cover and chill for up to 2 days now.
Brush the rolls with the beaten egg and cook for 25 mins until puffed up and golden. If you want to cook them ahead, but still serve them warm, simply pop back in a hot oven for 5 mins before serving.