Heat the oil in a large heavy-based frying pan and cook the onion for 5 minutes over a medium heat until soft.
Meanwhile, place the sausagemeat in a bowl with the mustard and sage and mash together well. Add the onion and mix together.
Unroll the pastry on a floured board. Shape the sausagemeat into a long sausage shape, the length of the pastry, and place in the centre. Lightly brush one of the long edges of the pastry with beaten egg, fold the opposite edge of the pastry over the sausagemeat and press to seal. Using a fork, mark the edge to ensure the seal is made. Cut the long sausage roll into 8 equal pieces and place on a baking sheet. Score the tops, brush with beaten egg and bake in a preheated oven, 220°C (425°F), Gas Mark 7, for 15 minutes until golden and cooked. Serve with apple sauce or ketchup.