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Preheat the oven to 180C / 350F / gas mark 4 and line a baking sheet with greaseproof paper.
Heat the oil in a frying pan and sauté the onion and garlic for 5 minutes, until softened. Add the balsamic vinegar, miso paste, mushrooms and apple then cook for a further 8 minutes until everything is brown and sticky. Remove from the heat and allow to cool for 10 minutes.
Add the mushroom mixture to a food processor along with the beans, walnuts, oats, flour, sage and tomato purée then season to taste. Pulse until you have a smooth, meaty mixture. Shape the mixture into 8 sausages.
Unroll the pastry sheets and cut both into quarters. Place one sausage onto each quarter. Roll up each sausage in its pastry sheet, folding in the ends so it is encased on all sides.
Use a sharp knife to make small horizontal cuts along the top of the rolls, then brush them with some aquafaba or milk.
Place the rolls on the prepared baking tray and bake for 25 minutes until puffed and golden. Serve hot or cold.