Prepare the Onion

• Heat the olive oil in a skillet over medium heat.
• Add the diced onion and cook for 5–7 minutes, stirring occasionally, until soft and lightly golden.
• Add the minced garlic and cook for another 30 seconds.
• Remove from the heat and allow the onion mixture to cool completely.

Make the Sausage Filling

• In a large bowl, combine the ground sausage, cooled onion mixture, Dijon mustard, smoked paprika, thyme, black pepper, and salt.
• Add the shredded cheddar cheese if desired.
• Mix gently until everything is evenly combined. Avoid overmixing to keep the filling tender.

Prepare the Puff Pastry

• Preheat the oven to400°F (200°C).
• Line a large baking sheet with parchment paper.
• Lightly flour your work surface and unfold the thawed puff pastry sheets.
• Cut each sheet in half lengthwise to create four long pastry strips.

Shape the Sausage Rolls

• Divide the sausage mixture into four portions.
• Shape each portion into a long log and place it along the center of a pastry strip.
• Whisk the egg with the milk to make an egg wash.
• Brush one long edge of each pastry strip with egg wash.
• Fold the pastry over the filling and press the edges together firmly to seal.
• Turn each roll seam-side down and cut into smaller pieces, depending on your preferred size.

Add the Egg Wash and Bake

• Arrange the sausage rolls on the prepared baking sheet, leaving space between them.
• Brush the tops with the remaining egg wash.
• Sprinkle with sesame seeds or poppy seeds if desired.
• Cut two or three small slits in the top of each roll to allow steam to escape.
• Bake for25–30 minutes, or until the pastry is puffed and golden and the sausage filling reaches160°F (71°C).