Preheat the oven to 180C | Gas Mark 4. Line a baking tray with baking parchment and set aside.
In a bowl, mash the sausages using a fork. Add the breadcrumbs, sage, crispy onions garlic, thyme, paprika and black pepper and mix to combine.
Unroll the pastry onto a floured surface, and spread the mustard using the back of a spoon. Shape the vegan sausage mixture into a long sausage and place on top of the mustard. Sprinkle the grated cheese over the sausage, then roll the pastry over the sausage and seal using a fork.
Cut the roll into 2.5cm lengths and transfer onto the baking tray.
In a small mug, mix a little milk and olive oil and brush each sausage roll.
Bake in the middle of the oven for 20-25 mins or until golden.