Pre-heat the oven to 425°F.
Roll the puff pastry into a thin rectangle 24 x 5 inches and cut into 8 long, thin strips, 3 x 5 inches.
This can be varied according to the size of the sausage.
Place a sausage across the centre of each strip of pastry and wrap the pastry round the sausage, pinching the ends of the pastry together with a moist fork.
Cut the prepared sausage rolls in half and brush the pastry with the beaten egg.
Bake for 15-20 minutes on a greased baking tray.
Cool on a wire rack, or serve immediately.