If you are making the pastry (Recipe by Delia) it is simplicity itself.
Sieve the flour and salt into a large bowl. Dip your almost frozen block of butter into the flour then grate it with a course grater back into the flour. Use some foil to wrap the butter if you need to stop your warm hands from softening it (I have hands that could melt an iceberg!).
With a palette knife, stir the grated butter into the flour, making sure all the pieces are coated.
Sprinkle a couple of tablespoons of cold water onto the flour and butter and mix again with the palette knife until it starts to come together. Add more cold water a little at a time if it is too dry. Finally, use your hands to bring the pastry into a ball, flatten into a disc and place in a polythene bag and refrigerate until needed (at least 30 minutes).
Now, peel and chop the onion and gently fry in a tbsp of olive oil until it softens. Add the fennel seeds, thyme leaves, balsamic and seasoning and cook for a minute or two. Leave to cool.
Split the sausages and remove their filling into a bowl. Discard the skins. Add the pork mince, a grating of nutmeg, a few twists of black pepper, and the lemon zest. I like to add another tsp of fennel seeds, but I like fennel seeds. I also add a small handful of toasted flaked almonds for some added body and crunch, but this is purely up to you.
Mix everything together with the cooled onion mixture until it is all bound together. At this point I usually take a little of the filling and fry it off for a taste to make sure the seasoning is correct. Add more salt & pepper if you think it’s needed.
Refrigerate the filling to firm it up before rolling into your sausage shape. Keep on a piece of lightly floured baking paper while you roll out the pastry.
Give the pastry a little poke when it comes out the fridge. If it is too hard, let it come up to room temperature a bit before rolling out.
Roll out to about 4mm thick on a lightly floured surface to a large rectangle. Trim and square off the edges and cut into strips about 10cm - 12cm wide depending on the size of your sausage filling. Place some the filling along the length of one of the strips of pastry, just in from the edge.
Brush the other long edge with some egg wash and carefully wrap the pastry over the filling until both long edges meet (they will overlap a bit) and lightly press and roll back and forward to seal.
Cut into the size of sausage rolls you prefer (dainty little party nibbles or man-sized monsters) and put on a parchment lined baking tray. Brush the tops with egg wash and sprinkle with more fennel seeds or sesame seeds, or just leave plain. It's up to you.
You can put a cut or two on the top to allow steam to escape while cooking but I sometimes forget and it doesn't seem to make that much difference.
Bake in a 200°C/180°C fan oven for about 25 minutes or until golden brown.
Cool a bit on a baking tray and see if you have the willpower to resist scoffing 3 or 4 immediately.