Heat the olive oil in a frying pan over a low to medium heat and gently fry the diced onion for 5 minutes.
Add the crushed garlic and grated carrot and cook for 3 minutes.
Add the grated apple and fennel seeds and cook for 2-3 minutes, until any liquid has evaporated and the vegetables are soft.
Leave to cool.
Preheat the oven to 190˚C fan/ 210˚C / 410˚F.
Line a baking tray with baking parchment/baking paper.
Once the vegetables are cool, make the filling:
In a medium mixing bowl squeeze the sausage meat out from the sausage casings. Add the breadcrumbs, thyme, dijon mustard, cooled apple and carrot, and season with black pepper.
Mix well to combine.
Lay out your pastry sheet on a wooden board and cut it in half to make 2 rectangles.
Spoon half the sausage mixture down the centre of one rectangle. Repeat with the other filling and rectangle.
Using a little beaten egg (or milk or water if not using an egg), brush down one long side of the pastry, then roll the pastry over the sausage mixture. Repeat with the other rectangle.
Cut each long sausage roll in half, then cut each half in to 3.
Place on a lined baking tray, leaving a little bit of room in between each sausage roll.
Brush with a little beaten egg and then sprinkle with fennel seeds or sesame seeds.
Place in the oven and bake for 25-30 minutes, until golden and cooked through.