Preheat oven to 200°F Celsius. Line in a baking tray with baking paper. Heat oil in a non stick frying pan over medium high heat. Add onions and cook stirring often, for 10 minutes or until tender. Add sugar. Cook stirring for 5 minutes or until caramelised. Set aside for 5 minutes to cool slightly.

Cut each pastry sheet into 4 squares. Place one square on workbench. Brush 1 edge with egg. Spread one tablespoon onion mixture over pastry. Top with one sausage. Roll up pastry to enclose sausage with egg brushed edge on top. Press to secure. Place seam side down, on tray. Repeat with remaining pastry, egg, onion mixture and sausages. Brush tops with eggs. Score with a knife. Sprinkle with sesame seeds.

Bake for 20 to 25 minutes or until sausages are cooked through and pastry is golden.