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Preheat the oven to 220°C (425°F) (200°C/400°F fan-forced). Line a metal baking tray (not glass or ceramic) with baking (parchment) paper (you may need two trays).
Remove the sausages from their casings and place them in a large bowl. Add the breadcrumbs, onion relish, cheese, pepper and one of the eggs (reserve the other for brushing). Use your hands to mix until just combined.
Cut each pastry sheet in half lengthways. Divide the filling into four long logs. Place one log of filling along the edge of each pastry strip, leaving a 1 cm (½ inch) border.
Fold the pastry over the filling to enclose. Press to seal, then use a fork to crimp the edge.
Cut each log into three pieces. Use a sharp knife to make small slits along the top of each roll (this lets steam escape and stops the cheese leaking out).
Whisk the remaining egg and brush generously over the tops. Sprinkle the sausage rolls with sesame seeds and sea salt.
Place on the prepared tray(s), leaving space between each roll. Bake for 25 minutes, rotating halfway if using two trays, until puffed and deep golden. (See note 1 for air fryer method.)
Serve immediately with extra caramelised onion relish and ketchup.