Fry mushrooms and transfer to a bowl. Add the Worcestershire sauce, oregano, thyme and sausage meat. Season with salt and pepper and mix.
Step 2
Roll puff pastry sheets into rectangles. Place a layer of sausage mixture in the middle and brush one of the long edges with the beaten egg.
Step 3
Fold the other side of the pastry over the egg-washed side and press down to seal. Cut each roll into 3-4 sausage rolls.
Step 4
Place rolls onto baking sheet and brush the tops with egg. Bake for 25-30 minutes or until the meat is completely cooked and pastry is crisp and golden brown.