Remove sausage meat from the skins and place meat in a bowl
Add the grated cheese and mix to combine.
Place the puff pastry sheets on a clean work surface and slice in half to give you 4 sheets of pastry.
Roughly quarter the sausage mix and make into a sausage shape, place the meat onto the long side of each pastry sheet.
Roll up the pastry and slice each roll into 6 pieces. Place onto a lined baking tray.
Whisk the egg and milk (this hack will lead to browning and a nice medium gloss finish on the pastry) together to make an egg wash and brush onto the sausage rolls. Sprinkle with sesame seeds and cook in the oven for 20 to 25 minutes or until golden and crispy.