Step 1: Preheat your oven to 400°F (200°C) to ensure even baking.
Step 2: In a mixing bowl, combine ground sausage, breadcrumbs, minced garlic, paprika, Worcestershire sauce, salt, and pepper. Mix well.
Step 3: Roll out the thawed puff pastry on a lightly floured surface to a rectangle about 12x10 inches.
Step 4: Divide the sausage mixture into two portions and place each along one long edge of the pastry.
Step 5: Roll the pastry over the sausage mixture, sealing the edges with water.
Step 6: Cut the rolled pastry into 1-inch segments and place them seam-side down on a lined baking sheet.
Step 7: Whisk the remaining egg with water for the egg wash and brush it over the tops of the rolls.
Step 8: Bake for 20-25 minutes, until puffed and golden brown.
Step 9: Let cool slightly, then serve warm with dipping sauces.
