Preheat the oven to 425°F. Line a baking sheet with parchment paper.
In a bowl, mix the ground pork sausage, chopped onion, minced garlic, dried thyme, salt, and black pepper until well combined.
On a lightly floured surface, unfold the puff pastry sheets and roll them out slightly to remove any fold lines.
Cut each pastry sheet in half to make four rectangles. Divide the sausage mixture into four equal parts. Shape each part into a long log and place it along one long edge of each pastry rectangle.
Brush the opposite edge of the pastry with beaten egg. Roll the pastry over the sausage filling, sealing the edge. Place the rolls seam-side down.
Cut each roll into 8 equal pieces. Use a sharp knife to make small slits on top of each roll.
Place the sausage rolls on the prepared baking sheet. Brush the tops with the remaining beaten egg.
Bake for 20-25 minutes, or until the pastry is golden brown and the sausage is cooked through. Let cool slightly before serving.