Preheat your oven to 425℉ (218℃) and line 2 baking sheets with parchment paper. Whisk together the egg and water to make the egg wash. Set aside.
1 large egg, 1 Tablespoon cold water
Thaw your puff pastry according to package directions. Make sure it’s still cold when you assemble. Once thawed, place on a cutting board and cut each sheet in half lengthwise. You will have 4 pieces. If you can’t fit all of them on 1 cutting board you can do it in 2 parts. Refrigerate until ready to use.
1 (17-ounce) package puff pastry
In a large mixing bowl whisk together the egg, onion, Worcestershire sauce, garlic, sage, and pepper. Add the sausage and bread crumbs and mix until just combined.
1 large egg, 3 Tablespoons minced yellow onion, 1 Tablespoon Worcestershire sauce, 3 cloves garlic, ½ teaspoon ground sage, ½ teaspoon coarse ground pepper, 1 pound mild Italian sausage, ½ cup panko bread crumbs
Divide the mixture into 4 parts and roll each part into a long roll that fits the length of the puff pastry. Place each sausage log onto the middle of each puff pastry strip.
Brush a small amount of egg wash along the edge of 1 side of each puff pastry strip and roll the side you didn’t brush with egg wash over the sausage and seal it onto the side with the egg wash.
Cut each log into 6 equal sections and evenly space on the baking sheets, seam side down. You can fit 12 rolls on each baking sheet.
Brush the tops with egg wash, pierce the top of each sausage roll 2-3 times with a sharp knife, and bake for about 18-21 minutes or until the tops are golden brown and the filling is cooked to at least 165℉.
While the rolls bake, make the dip by whisking together the mayo, mustard, honey, and lemon juice until combined.
½ cup mayonnaise, 2 ½ Tablespoons Dijon mustard, 2 Tablespoons honey, 1 teaspoon lemon juice
Let the sausage rolls cool for a few minutes before serving with the honey mustard dip.