Line 2 baking sheets with nonstick baking paper. Unroll the pastry on a clean surface and use a palette knife to spread the mustard thinly over the surface. Scatter over the chopped sage and spring onions.
Use a pizza cutter or sharp knife to cut the pastry in half lengthways and then cut each half into 3 x 13 cm (5 1/2 inch) squares. Place a sausage on the edge of 1 pastry square, then roll up until the sausage is just covered. Add a second sausage and continue to roll until you are left with a cylindrical, double-sausage roll. Cut the roll in half to create 2 mini rolls, then score 2 diagonal lines on top of each one. Repeat with the remaining pastry and sausages.
Place the sausage rolls on the prepared baking sheets and brush with beaten egg. Sprinkle with a little cheese, if using, and bake in a preheated oven, 220°C (425°F), Gas Mark 7, for 15–18 minutes until the sausages are cooked through and the pastry is puffed up and golden. Serve warm or cold.