In a large bowl, combine the sausage meat, breadcrumbs, onion, garlic, mustard, Worcestershire sauce, parsley, thyme, sage, mace or nutmeg if using, salt if needed, and black pepper. Mix with your hand until evenly combined but not overworked. The filling should hold together and feel slightly sticky, but it should not become paste-like. Overmixing makes the sausage dense and bouncy instead of juicy. Ground meat's proteins bind together more tightly the more they're handled, and stopping the mixing once everything is evenly distributed is what keeps that binding from tightening into the springier, less juicy texture overworked sausage filling develops.

Divide the sausage mixture into 4 equal portions, about 200g each. Roll each portion into a long sausage shape roughly the same length as your puff pastry sheet. Keep the filling cold while preparing the pastry. Keeping the filling cold through this stage protects it from softening and losing shape before it ever meets the pastry, making the whole wrapping process considerably easier to control.

Unroll the puff pastry sheets on a lightly floured surface if needed. Cut each sheet in half lengthwise so you have 4 long pastry rectangles. Place one sausage filling log along the center of each rectangle. Cold pastry is easier to wrap and bakes with better layers. If the pastry becomes soft or greasy, chill it for 10 minutes before continuing. That built-in checkpoint — chilling the pastry again if it starts to soften — reflects real awareness of how quickly butter-laminated dough can lose its structure once it warms even slightly during handling.

Brush one long edge of each pastry rectangle lightly with egg wash. Fold the pastry over the sausage filling, enclosing it fully. Press the seam firmly to seal. Turn each roll seam-side down. Trim only if needed, then cut each long roll into 4 pieces, giving you 16 sausage rolls total. The seam should be underneath and fully closed. Weak seams open in the oven and expose the filling. Placing the finished roll seam-side down keeps that pressed seal pressed shut under its own weight, giving it a head start on staying closed before it ever reaches the hot oven.

Place the sausage rolls on a parchment-lined baking tray, leaving space between them. Chill for 20 minutes. While they chill, preheat the oven to 200°C fan / 220°C conventional. Chilling firms the pastry and filling. This helps the puff pastry rise cleanly instead of melting and leaking fat before it sets. That firming period re-solidifies the pastry's own butter layers after all the handling involved in wrapping and cutting, giving the rolls real structural stability right before they meet the oven's aggressive heat.

Whisk the egg, milk or water, and small pinch of salt together. Brush the tops of the chilled sausage rolls lightly with egg wash. Score each roll with 2 to 3 shallow diagonal cuts across the top. Do not cut all the way through to the filling. The scoring gives steam somewhere to escape and gives the classic bakery-style sausage roll look. Those shallow cuts give the pastry's own internal steam a controlled, predictable place to vent as it bakes — without them, that same pressure would find its own way out, often splitting the pastry unevenly rather than puffing cleanly.

Bake for 22 to 28 minutes, until the pastry is deeply golden-brown, puffed, crisp, and the sausage filling is fully cooked. The internal temperature of the filling should reach at least 72°C. Do not pull them when the pastry is only pale gold. Puff pastry needs strong color to become fully crisp and flaky. That deep golden colour reflects real, substantial baking having taken place all the way through the pastry's many butter-laminated layers — a paler roll pulled too early would still carry underbaked, less crisp layers despite looking technically done.

Let the sausage rolls rest on the tray for 5 minutes, then transfer to a rack or serving board. Serve warm with ramekins of tomato ketchup and mustard for dipping. That brief rest lets the filling's own residual heat settle slightly, making the rolls easier to handle and eat without the hot filling spilling out the moment they're bitten into.