Preheat the oven to 200°C.
Line a large baking sheet with baking sheet paper.
Prepare the filling. If you’re using sausages, first remove the sausage meat from the skins. Add the sausage meat in a mixing bowl.
Combine the sausage meat together with the cheddar cheese and thyme.
Unroll the puff pastry sheet and roll out the pastry on a floured work surface.
Divide the pastry into 6 rectangles and brush the pastry with the beaten egg.
Divide the filling into 6 and place it lengthways on each of the rectangles Fold over the pastry encasing the sausage meat filling and press to seal.
Place the sausage rolls on the baking sheet and brush the top with the remaining beaten egg.
Freeze the sausage rolls now if you want to preserve them for another day. Then remember to thaw completely before baking.
Bake in the oven for around 30 minutes or until golden brown.
Serve and enjoy!