- With the rack in the middle position, preheat the oven to 210 °C (425 °F). Line a baking sheet with parchment paper or a silicone mat.
- In a small bowl, combine egg and water. Set egg wash aside.
- On a floured work surface, roll dough into a 25-cm (10-inch) square. Cut into four squares. Lightly brush edges of each square with egg wash. Roll a sausage link in each square, sealing with egg wash. Place rolls on the baking sheet, spacing them evenly. Refrigerate until ready to bake or freeze (see note).
- Brush each roll with egg wash and bake for about 25 minutes or until pastry is golden brown. Let cool slightly. With a serrated knife, slice rolls. Serve with toothpicks and a little mustard.
You can freeze sausages wrapped in raw dough and bake directly from the freezer, brushing dough with egg wash before baking. Just bake them at a somewhat lower temperature, 200 °C (400 °F), and slightly longer, approximately 40 minutes or until pastry is golden brown.