Preheat oven to 350ºF. Combine sausage meat, onion, carrot, garlic and parsley in a large bowl.
Add 1 egg, tomato sauce, Worcestershire sauce, breadcrumbs and a bit of freshly ground pepper. Mix until combined.
Lay the puff pastry sheets out on the parchment paper.
Spread filling out evenly and tightly in the middle of both pastry sheets.
Roll the puff pastry up around the sausage mixture and close the edges of the roll, brushing with a bit of beaten egg to help seal it.
Transfer the rolls with the parchment to a baking sheet. Carefully turn the rolls over so the seam is on the bottom. Brush with beaten egg on top.
Sprinkle sesame seeds on top.
Bake in the preheated oven for 30-35 minutes or until golden brown and the meat is cooked.
Let them rest a few minutes out of the oven. Cut each roll into 6 pieces and enjoy as an appetizer/snack! Or you can cut the rolls into 2 pieces each to make this dish a full meal.