Prepare the sausage meat: If using sausages, remove the casings and place the meat in a bowl. Season with salt, pepper, and thyme. Mix well.
Roll out the pastry: Unroll the puff pastry and cut it lengthwise into two long strips.
Add the filling: Divide the sausage meat in half and form into two long logs down the center of each pastry strip.
Seal and slice: Fold the pastry over the sausage and press the edge to seal. Use a fork to crimp the seam. Slice each roll into your desired size (I recommend 6–8 per log for bite-sized rolls).
Brush with egg wash: Place the rolls on a lined air fryer tray or basket. Brush tops with beaten egg.
Air fry: Cook at 180°C (356°F) for 12–15 minutes or until golden brown and cooked through.
Cool slightly before serving—if you can wait!
