In a frying pan with a little olive oil, brown the sausage on both sides (or grill sausages).
Finish cooking in an oven at 350°F for about 20 minutes.
Once cool, cut into long pieces.
Sauté the onions until golden.
Sauté the mushrooms separately.
Cut the puff pastry into rectangles large enough to wrap the sausage.
Lay out a puff pastry rectangle.
Add a little onion, mushrooms and sausage, sprinkle with grated cheese and wrap pastry around to close.
Add a few slits for steam, then brush with beaten egg.
Bake for 15-20 minutes until brown.
Serve with barbecue sauce for dipping.