Preheat your oven to 400°F (200°C). Line a large baking sheet with parchment paper.
Cut each pastry sheet into 9 equal squares. Place one square on a flat surface and brush one edge with beaten egg. Lay one sausage across the square, then roll the pastry around it, pressing the egg-brushed edge to seal. Set the roll seam‑side down on the prepared sheet. Repeat with the remaining pastry, egg, and sausages. Discard extra pastry. Brush the tops of all rolls with remaining egg, prick each with a fork, and season with black pepper.
Bake for 20–25 minutes, until the sausages are cooked through and the pastry is golden and puffed.
While the rolls bake, make the sauce: Heat olive oil in a medium saucepan over medium heat. Add the chopped onion and cook, stirring now and then, for about 5 minutes until soft. Stir in the garlic and cook 2 minutes until fragrant. Add the canned tomatoes, Worcestershire sauce, mustard, sugar, and gravy powder. Bring to a boil, stirring occasionally, then reduce the heat and let it simmer for 10 minutes, until slightly thickened.
Serve the hot sausage rolls with the tomato sauce and a side of mixed salad leaves.
Notes
Nutritional Information (per serving): Calories: 180 | Total Carbs: 14g | Net Carbs: 13g | Fats: 11g | Protein: 8g