Preheat your oven to 200°C (390°F) and line a baking sheet with parchment paper.
Roll out the puff pastry on a lightly floured surface to about 0.5 cm thick, then cut into rectangles roughly 10x15 cm.
In a bowl, combine the sausage meat with the finely chopped sautéed onion, breadcrumbs, sage, nutmeg, salt, and pepper. Mix everything thoroughly until well incorporated.
Spoon a line of the sausage mixture along the center of each pastry rectangle, leaving some space at the edges.
Fold the pastry over the sausage filling, pressing the edges to seal. Use your fingers or a fork to crimp the seams for a secure closure.
Place the assembled rolls seam-side down on the prepared baking sheet. Brush the tops with beaten egg for a shiny, golden finish.
Bake in the preheated oven for 25-30 minutes, or until the pastry is puffed, golden, and crisp.
Remove from the oven and let the sausage rolls rest for 5 minutes. They will be crispy on the outside with juicy sausage inside.
Slice if desired and serve warm or at room temperature — perfect for sharing or enjoying on your own!