Preheat your oven to 200°C (400°F).
In a mixing bowl, combine the sausage meat, Dijon mustard, parsley, salt, and pepper.
Roll out the puff pastry sheets on a lightly floured surface and cut them into rectangles.
Place a portion of the sausage mixture along one edge of each pastry rectangle.
Roll the pastry over the filling, sealing the edge with a little water.
Cut each roll into smaller pieces, about 5cm long, and place them on a baking tray lined with parchment paper.
Brush the tops with the beaten egg.
Bake in the preheated oven for 25-30 minutes or until golden brown and cooked through.