Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
In a mixing bowl, combine the sausage meat, shredded cheddar cheese, and finely chopped onion. Season with salt and pepper to taste.
Unroll the puff pastry sheet on a lightly floured surface. Cut the pastry into two equal rectangles.
Divide the sausage mixture in half and form each half into a long log, placing each log in the center of a pastry rectangle.
Brush the edges of the puff pastry rectangles with the beaten egg.
Fold the pastry over the sausage logs, pressing the edges together to seal. Use a fork to crimp the edges if desired.
Cut each log into 4 equal pieces to make 8 rolls total and place them on the prepared baking sheet.
Brush the tops of the rolls with the remaining beaten egg.
Bake in the preheated oven for 20-25 minutes, or until the pastry is golden brown and the sausage is cooked through.
Allow to cool slightly before serving.
Variations & Tips
For a spicier version, consider adding a teaspoon of chili flakes to the sausage mixture. If you prefer a different cheese, substitute the cheddar with mozzarella or pepper jack. For a more gourmet touch, try adding a teaspoon of fresh thyme or rosemary to the mixture. You can also use different types of sausage, like chicken or turkey, to suit your dietary preferences.