Make the pastry. Sift the flour and salt into a large bowl. Add chunks of butter to the bowl and rub them in loosely.
Make a well in the bowl and pour in about two-thirds of the cold water. Mix until you have a firm dough. Leave to rest in the fridge.
Turn out onto a board, knead gently. Roll the dough out keeping the rectangle shape. Fold the top third down to the centre, then the bottom third up and over that. Roll out again to three times the length. Fold again and cover with cling film. Chill for at least 20 mins before rolling to use.
Whilst your pastry is chilling preheat the oven to 180ºC/350ºF/gas 4.
Cook onions in oil in a frying pan for about 20 minutes or until translucent.
With a sharp knife, slit the skins of the sausages and pop the meat out.
Add the onions to the sausage meat and mix well.
Roll the pastry out into a big rectangle as thick as a pound coin and cut it lengthways into two long, even rectangles.
Shape the mixture into sausage shapes and lay along the centre of each rectangle.
Mix egg and milk and brush the pastry with the mixture, then fold one side of the pastry over, wrapping the filling inside.
Cut the long rolls into the mini rolls you and pop them on a baking tray.
Brush with the rest of the egg wash and bake in the preheated oven for 25 minutes or until golden.