Preheat the oven to 200C/400F/Gas 6.
Roll the pastry out on a floured surface to a rectangle of about 48x32cm/19x12½in and bash the pastry with the rolling pin a bit. Puff pastry is made of fine layers and normally you have to be very delicate with it. For sausage rolls the pastry needs to be slightly puffed, but not too much, so bashing it with a rolling pin reduces the amount it puffs up.
Cut the large rectangle in half lengthways, then cut both smaller rectangles into eight equal sections. You now have 16 rectangles in total. Brush one end of each rectangle with a little of the beaten egg, lay a piece of sausage at the other end, then season the sausage with salt and freshly ground black pepper and sprinkle with thyme leaves. Roll the sausage up in the pastry to enclose and repeat with all the sausages. Put the sausage rolls in the fridge for 20 minutes for the pastry to harden.
Once the pastry is hard, remove the sausage rolls from the fridge and score the tops with a sharp knife for decoration, or prick with a fork. Brush well all over with the rest of the beaten egg and bake in the oven for 25–30 minutes, or until the pastry has turned golden-brown and looks crisp. Remove from the oven and leave to cool slightly before serving.
Instead of thyme leaves, add chopped sage, parsley or rosemary.