In a medium saucepan, heat oil and sauté onions, for about a minute then add garlic, thyme, and cayenne pepper. Stir for about another minute or two to let the flavors bloom, be careful to not let it burn.
Place the beef or unseasoned sausage meat, parsley, salt, breadcrumbs, egg, and smoked paprika into a medium bowl, followed by the sautéed ingredients. Thoroughly mix until everything has been fully combined. Divide into two or 4 depending on your puff pastry.
Unroll the thawed puff pastry onto a lightly floured board.. Spoon one part of the sausage mixture and spread along the length of each pastry strip leaving a 1cm edge. Tightly roll the pastry around the sausage meat and brush the ends with the beaten egg to secure. Repeat process with the other half sheet. Then proceed and repeat the same procedure with the remaining sheet. You may let it rest in the fridge for about 10 minutes to make cutting easier.
Use a sharp knife to cut each roll into about 8 or more pieces each. I cut the ones in the pictures into about 10 pieces each . So 20 pieces in total. While in the video it's cut into about 6 pieces each , totaling about 12 -14 pieces.
If saving for future use , Place on a baking pan or sheet. Freeze and when frozen remove and place in zip lock packages. They last about a month. You can bake them frozen but would have to add about 7-10 minutes more
Brush sausage rolls with the remaining egg wash pastry. Place in a 400F oven and cook for about 25-35 minutes until the pastry puffs and crisp up and the meat has cooked through. Remove and serve hot or warm or at room temperature. Pair with ketchup, if desired.