Prepare the Sausage Filling. In a large bowl, combine the ground sausage, salt, black pepper, garlic powder, onion powder, smoked paprika, Dijon mustard, Worcestershire sauce, parsley, breadcrumbs, and fennel seeds (if using). Mix everything together until well combined. Set aside.
Roll Out the Puff Pastry. Lightly flour a clean surface and roll out the thawed puff pastry sheet into a 12-inch square. Cut the pastry into two equal strips lengthwise.
Assemble the Sausage Rolls. Divide the sausage mixture into two long logs and place them along the center of each strip of puff pastry. Brush one edge of the pastry with the beaten egg to help seal the roll. Fold the pastry over the sausage, pressing the edges together to seal. Place the rolls seam-side down and slice into 3-inch pieces for snack-sized rolls or longer sections for meal-sized portions.
Bake to Perfection. Preheat the oven to 400°F and line a baking sheet with parchment paper. Arrange the sausage rolls on the baking sheet, leaving space between them. Brush the tops with the remaining beaten egg for a golden crust. Sprinkle with sesame seeds or poppy seeds for extra texture. Bake for 20-25 minutes, or until the pastry is golden brown and crispy.