Preheat the oven: Set your oven to 400°F (200°C) to get it ready while you prepare the sausage rolls.
Prepare the filling: In a large bowl, combine the sausage meat, finely chopped onion, sage, thyme, salt, and black pepper until well mixed.
Roll out the puff pastry: On a lightly floured surface, roll out the puff pastry to about 1/8 inch thickness.
Shape the sausage rolls: Cut the puff pastry into rectangles. Place a line of the sausage mixture down the center of each rectangle.
Seal the pastry: Fold the pastry over the sausage filling and press the edges together to seal. Use a fork to crimp the edges for a decorative touch.
Add egg wash: Brush the tops of the sausage rolls with the beaten egg to give them a glossy finish. Optional: Sprinkle with sesame seeds.
Bake: Place the sausage rolls on a baking sheet lined with parchment paper. Bake in the preheated oven for 20-25 minutes, or until golden brown and the sausage is fully cooked.
Let them rest: Remove the sausage rolls from the oven and let them cool slightly on a wire rack before serving.