1: Fire up your oven.
Aim for 580°F (300°C) on the baking stone inside.
2: If you’d like to add an optional glaze, whisk the egg with a teaspoon of water in a small bowl.
3: Grease your baking tray with butter, then scatter a thin layer of fine semolina flour over the top.
4: Roll out the puff pastry on a cutting board.
Using a knife or scoring blade, cut the sheet in half, lengthwise. Cut each half into thirds, then slice each third diagonally, for a total of 18 evenly sized triangles.
5: On a lightly floured surface, take one triangle and place a sausage over the thickest part.
With your fingers, roll the sausage into the pastry until the tips touch. Press gently to seal and fold in the sides at either end.
6: If you’d like to add a glaze, dip the top of the roll into the egg wash.
Lay on the greased and floured baking tray. For a textural contrast, you also have the option to sprinkle sesame seeds over the top. Repeat for the remaining rolls.
7: Place the tray in the oven and turn off the gas, or if using wood or charcoal, close the baffle to dampen the flames.
Cook for 8 minutes, turning the pan halfway through. (If cooking with gas, turn the oven down to its lowest setting.) Continue cooking for another 4 minutes, turning the pan every 30 to 45 seconds. The rolls should puff up and turn a deep golden brown.
8: Check to make sure the pastry is cooked all the way through by removing the tray and inspecting the sides.
Transfer the rolls from the tray to a cooling rack and prepare the dip while the rolls cool slightly.
9: To make the sweet mustard dip, add all the ingredients to a bowl and mix thoroughly to combine.
Serve chilled or at room temperature.