Put the yeast and the milk into a mixer’s bowl, and whisk them well until the yeast is dissolved.
Add the sugar and whisk again.
Add the egg, sunflower oil, flour, and salt, and beat them with the hook attachment at medium speed, for 8-10 minutes, until you have a smooth and elastic dough.
Grease a bowl with sunflower oil, shape the dough into a ball, and transfer it to the bowl.
Cover the bowl with plastic wrap and let the dough rise at room temperature for 1-1 ½ hours or until it doubles in size.
Preheat the oven to 180°C (350°F) set to fan.
Line 2 baking pans with parchment paper and set them aside.
Place the dough on your worktop and cut it with a knife into 3 even pieces.
Dust your worktop with a little flour, place the first dough piece on it, and use a rolling pin to roll it out into a 30 cm round sheet.
Cut the dough sheet into 8 even triangles, and follow the same process for the other 2 dough pieces until you have 24 triangles in total.
Put 1 teaspoon of ketchup and a little of the mixed cheeses at the center of each triangle, and then place one sausage horizontally and parallel to the triangle’s base.
Start wrapping the triangle into a roll, starting from its base, in order to shape the sausage rolls.
You can either seal the edges with your hands to prevent the filling from leaking out, or leave them unsealed so that the cheese will leak out during baking and make the rolls crispier.
Transfer the sausage rolls (seam-side down) to the lined baking pans, leaving some space between them, cover the pans with plastic wrap, and let the rolls rise for another 30 minutes.
Use a pastry brush to spread the egg wash over the sausage rolls, and then sprinkle them with sesame seeds.
Put the pans in the oven, one by one, and bake the sausage rolls for 15-20 minutes at the top oven rack position until their whole surface turns nicely golden.
Remove the sausage rolls from the oven, set them aside to cool, and serve.
