In a mixing bowl, combine ground pork, onions, garlic, sage, bread crumbs, salt, pepper, coriander, thyme, cayenne, and nutmeg, mixing with a fork until evenly distributed.
Divide the mixture in half, shaping each into a cylinder using damp fingers.
Wrap each in plastic wrap and refrigerate.
Whisk egg with water for the egg wash.
Separate semi-frozen puff pastry into thirds, halving one of the thirds lengthwise.
Bring pastry to room temperature.
Brush a 2-inch strip of egg wash along one long edge of the two larger pastry pieces, then overlap with the narrower pieces to form two wider sheets.
Lightly flour two sheets of parchment paper and roll out the dough evenly between them.
Remove the top sheet, then flatten the long edges slightly.
Place a sausage log at the end of one pastry sheet and roll it up, brushing the far edge with egg wash to seal.
Repeat with the second roll and place seam-side down on parchment.
Freeze for 10 minutes until firm.
Preheat the oven to 375°F (190°C) and line a baking sheet with a silicone mat.
Transfer the rolls to a floured surface, brush the tops and sides with egg wash, and cut each roll into eight pieces.
Sprinkle with sesame seeds and place them seam-side down on the baking sheet, pressing slightly to keep them upright.
Bake for about 30 minutes until golden brown with crisp, flaky pastry.