Place oil in a small frying pan over medium heat; add the onion and sauté until onions are tender and just beginning to brown.
Combine sausage, onion, salt, pepper and two eggs in a mixing bowl.
On a lightly floured surface, roll pastry into two rectangles (~8″ x10″). Cut each rectangle into 2 long pieces; refrigerate ~10 minutes. If pastry is purchased, simply thaw two sheets.
Place the chilled pastry on two greased or lined baking sheets; equally divide the sausage mixture in the center along the entire length of each pastry strip.
Preheat the oven to 400°F; whisk the remaining egg to frothy in a small bowl; brush the edges of the pastry.
Roll the pastry over the sausage; if needed, flip the sausage rolls over so the seam is underneath; brush the top surface of each with egg wash.
Cut the rolls into ~1½ -inch lengths.
Bake ~20 minutes, until golden brown.
