1 package mini turkey smoked sausages (defrost if frozen; cook if uncooked)
1 sheet frozen puff pastry, defrosted according to package directions
1/4 cup mayonnaise
1/4 cup strong grainy mustard
Preheat oven to 425°F. Line a sheet pan with a Silpat (silicone mat) or parchment paper.
Roll out your puff pastry on a lightly floured counter top. Cut into 1-1/2 inch squares. Place one piece of sausage (or one mini sausage) diagonally in the center of the square, and bring both ends of the pastry up around it to form the "blanket", as in the photos above. Place on the sheet pan, and continue until you've made as many as you wish.
Lightly beat the egg with 1 tsp of water, and paint the tops of the pastry. Place in the preheated oven and bake for 15 minutes or until brown.
Meanwhile, combine the mayonnaise and mustard to make a dipping sauce. Place in a serving bowl.
Remove the "chicks in blankets" from the oven, and serve hot with the mustard dipping sauce.