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Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
If using sausage links, slice each into 3-4 bite-sized pieces. If using ground sausage, cook in a skillet over medium heat until browned and fully cooked. Drain excess fat. Season with salt, pepper, and optional herbs. Let cool slightly.
Roll out the puff pastry on a floured surface. Cut into squares roughly 2.5 inches wide.
Place a piece of sausage (and some cheese if using) in the center of each puff pastry square.
Fold the pastry over the sausage, pinching the edges to seal and form a small parcel or bite.
Beat the egg with water to make an egg wash and brush it lightly over each pastry bite.
Arrange the bites on the baking sheet and bake for 15-20 minutes, or until the pastry is golden and puffed.
Remove from the oven and let cool slightly before serving.
Serving and storage tips:
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