In a big bowl, mix the sausage meat, horseradish, mustard and pepper. Split the seasoned sausage meat into six 150g balls.
Roll the pastry out on a lightly floured surface. If you’ve made your own, cut the block into two pieces and roll each one into a rectangle roughly 39 x 18cm (if your edges are ragged, roll it a bit bigger so you can trim it to the right size. If you’re using ready-rolled shop-bought pastry, cut the rectangle in half and roll each one to the sizes above. Cut each pastry rectangle into three smaller rectangles.
Take a ball of sausage meat and lightly roll it into a long sausage shape (don’t press too hard), making sure it’s long enough to go slightly over each end of a pastry rectangle. Put the sausage a third of the way down on a piece of pastry and roll it up, tucking the edge of the pastry under as you go. Repeat with the other five balls.
Once they are all rolled, you can cut them into halves or thirds to make party-sized sausage rolls, but adjust the baking times down a little.
Beat the egg with a splash of milk and brush it over the tops and sides of the sausage rolls. Place them on your lined baking tray and
Allow to sit on the baking tray for five minutes before serving.