First: British sausage is not the same as American sausage. It's spiced differently and the texture is a much finer grind. That being said, since Americans are used to American sausage, they're going to think these are wonderful with American sausage. If you know of a good British market near you, definitely try to get British-style sausage.
On to the recipe:
The first recipe that I have is ridiculously simple.
1 lb. bulk sausage
1 pkg. puff pastry sheets, thawed
1 egg, beaten
Preheat oven to 400 degrees. Lay the puff pastry sheet out onto a lightly floured surface. If it is already divided into 10 sections, go ahead and separate them. If not, cut it evenly down the center, lengthwise, then into 5 sections each to get 10 squares. Spread dijon mustard lightly on each piece of pastry. Take a golf ball sized piece of sausage and roll it into a log shape, about the same size as the width of the pastry square. Lay it onto the pastry and roll it up, pressing lightly at the seam to seal the pastry. Set onto a baking sheet. Brush each roll with the beaten egg. Bake at 400 degrees for about 15 minutes - start checking it around 12 minutes - until pastry is puffed and golden and sausage is cooked through.
The second recipe is from Epicurious.com and uses more spices in its mixture.
1 1/2 lbs. good quality pork sausage
1 tsp dried basil
1 tsp dried oregano
1 tsp dried thyme
salt and pepper
1 pkg. frozen puff pastry, thawed
2 eggs, beaten