Preheat your oven to 210°C and line a baking tray with baking paper to prevent sticking.

Take one sheet of puff pastry and place it on a cutting board. Use a sharp knife to cut the pastry in half down the middle. Set one section of the puff pastry aside for later use.

On one of the puff pastry halves, spread a thin strip of tomato chutney along the longer edge of the pastry. Place a D'Orsogna Cabanossi stick over the chutney and trim the pastry to fit the length of the sausage.

Sprinkle ¼ cup of grated cheese along the length of the Cabanossi. Carefully roll the pastry around the sausage and cheese, ensuring it's tightly wrapped. Brush the rolled pastry with a lightly beaten egg to help it turn golden and crisp during baking. Cut the roll into 4 pieces and place them on the prepared baking tray.

Repeat the process with the remaining ingredients. Bake the pastry rolls for 25 minutes, or until the pastry is golden and crispy. Once baked, serve the rolls with extra tomato chutney on the side for dipping. Store any leftovers in an airtight container for lunchboxes the following day.