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Step 1
Preheat the oven to 200°C (400°F) (all oven types).
Step 2
In a large bowl, use your hands to combine all the filling ingredients (taking care to reserve 1 tablespoon of the whisked egg for brushing the pastry later). Divide into four portions.
Step 3
Cut the thawed puff pastry sheets in half, straight down the middle (you will have four halves).
Step 4
Place a portion of filling in the centre of each puff pastry half and, using your hands, shape the filling into a large sausage shape lengthways.
Step 5
Roll the pastry into a long log, ensuring the pastry is seam-side down. Cut each log into six equal lengths.
Step 6
Place the sausage rolls seam-side down on a baking tray lined with baking (parchment) paper.
Step 7
Brush each sausage roll with the reserved whisked egg. Sprinkle each roll with sesame seeds, salt and fennel seeds (if using).
Step 8
Bake for 20–25 minutes or until golden. If you have more than one tray in the oven, swap the trays halfway through cooking.
Step 9
Serve with ketchup or tomato chutney.