Preheat oven to 200°C (392°F).
In a mixing bowl, combine the beef sausage meat, chopped onion, dried thyme, salt, and pepper.
Roll out the puff pastry on a lightly floured surface and cut into rectangles.
Place a line of the sausage meat mixture along one edge of the pastry.
Roll the pastry over the sausage mixture, sealing the edges with a little milk.
Place the rolls onto a baking sheet lined with parchment paper. Brush the tops with beaten egg.
Bake in preheated oven for 25 minutes or until the pastry is golden and crispy.
Allow to cool slightly before serving.