Cut each piece of puff pastry into two equal parts down the middle horizontally. Cut each part down into squares. Brush them lightly with melted butter.
Place a sausage in the middle of each and wrap the puff pastry around it. Arrange the puff pastry sausage rolls in an oven dish and brush them with beaten egg yolk.
Put them to bake in a moderate oven until they swell up and gain a nice tan.