If using traditional sausage links, remove the meat from their casing and discard of the casings.
Add the sausage meat, breadcrumbs, egg, sage and mustard powder to a bowl with a generous seasoning of salt and pepper. Bring everything together (you can use your hands, or put everything into a food processor).
Roll out the sheet of puff pastry onto a lined baking tray. Slice in half lengthways.
Divide the sausage mixture in half. Take one half of this mixture, and create a 'long sausage' along the length of a sheet of puff pastry. Roll the pastry around the sausage and press the pastry together to seal. Slice into 1 inch wide 'rolls'.
Crimp the edges with a fork to seal the pastry edges. Refrigerate 20 minutes.