Preheat the oven to 400°F. Line a baking sheet with parchment paper
Unfold the 2 puff pastry sheets onto a lightly floured cutting board. Roll each sheet out with a rolling pin. Cut each sheet in half lengthwise to make four 10" x 4" rectangles. Arrange the rectangles vertically so the short side is closer to you.
Place 2 sausages lengthwise in the middle of each pastry. Combine 2 egg yolks with 1 tablespoon water to create an egg wash, then brush onto edges of the pastry. Working with 1 rectangle at a time, roll the left and right sides of the pastry over the sausage to meet and overlap in the middle. Carefully press down to seal the seam.
Cut each roll into 6-8 pieces and arrange seam-side down on the baking sheet. Brush the tops and sides of the pastry with egg wash.
Bake for 25 minutes. Rotate the baking sheet and bake until the pastry is cooked and puffed, and the tops are golden brown
Transfer the sausage rolls to a wire rack and let cool for 5 to 10 minutes. Serve warm with mustard and pickled jalapeños. Pro Tip: Check out our recipe for Farmer John Beer Cheese Dip with Bacon—a perfect pairing!