Use a sharp knife to remove the casing from the sausages and finely chop the meat inside.
In a large bowl, combine the sausage meat, pepper, apple sauce, and sage leaves. Mix well.
Transfer the mixture to a piping bag.
Place a sheet of puff pastry on your work surface with the long side facing you.
Spread half of the sausage mixture down the center of the pastry and brush the surface with the egg yolk.
Fold the bottom part of the pastry over the sausage mixture, pressing firmly to seal. Trim any excess dough.
Cut the rolled pastry into 9 equal pieces and press the edges with a fork to seal.
Brush the tops with egg yolk and sprinkle with poppy seeds.
Repeat the process with the second sheet of puff pastry.
Place the rolls in the air fryer and bake at 180°C/356°F for 20 minutes. Alternatively, you can bake the rolls in the oven.