Drain the cocktail sausages. Place the puff pastry on a clean surface and then cut it into the shape you want. You can make long triangles...

Place a sausage on top and roll it up so you get a croissant like mini sausage roll.

Or cut the pastry in thin ribbons...

Place a sausage on it and then again roll it up nicely until the sausage is covered evenly.

You can also keep it simple and cut the puff pastry into rectangles...

And then wrap the sausages in it. Classic.

Or you just make a mix like I did! If the puff pastry becomes a little too soft to work with, put it in the fridge for 5 minutes and then go on assembling your piggies. Once all of the mini cocktail sausages are coated in the pastry, place them on a baking tray lined with a sheet of baking paper. Beat the egg yolk with a little drop of water and use this egg wash to brush the piggies with. Do this with a soft brush.

Sprinkle with sesame. Bake the piggies in a preheated oven at 400°F (200°C) for about 20 to 25 minutes or until the pastry is cooked and the sausage rolls are nicely golden on top. Remove them from the hot oven. Let them cool a little. Serve the appetizers lukewarm with the dipping sauce of your choice.