Preheat the oven to 200°C, 400°F, Gas 6. Mix the filling ingredients in a bowl and season carefully.
Roll out the puff pastry onto a lightly floured surface. Using a teaspoon, place blobs of the filling in a line down the length of the pastry sheet. Cut the pastry down the length of the pastry so that you are left with a strip with the filling blobs on it. Cut off enough pastry in between each filling blob to roll around it.
Brush one end with beaten egg and seal the sausage roll. Place on a greased baking sheet. Bake in the oven for 15-20 minutes or until the pastry is puffed and golden and the cheese melted inside. Serve warm.
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