Thaw your puff pastry according to package directions
Preheat your oven to 350F
Remove the sausage from the packaging and add it to a bowl. Roll out each sheet of puff pastry and then cut each sheet in half long ways. You will now have 4 pieces of puff pastry
Spread a layer of apple jam to the center of each piece of puff pastry.
Take 1/4 of the filling and add it to the middle of each sheet of pastry. Make sure the thickness is even.
Add your egg to a small bowl with 1 tbsp of water and beat it until it looks like scrambled eggs. This will be your egg wash. Brush the egg wash along the long sides of the pastry and then roll it up. Lay the roll on the seam. Repeat with remaining puff pastry and meat mixture.
Once you have four long rolls, you can then put them in the fridge for 30 minutes to firm up. This will make them easier to cut, but this step is not necessary. Cut each long roll into 4 equal pieces. You should have 16 sausage rolls.
Add the sausage rolls to a parchment paper lined baking sheet. Use remaining egg wash to top each piece and then add sesame seeds if you would like.
Bake for 35 minutes at 350F. Some juice from the meat mixture will escape but that is normal. Serve with more apple jam if desired.