Remove the puff pastry from the freezer and place on a flour lined counter top or parchment paper to thaw.
Preheat the oven to 400 degrees.
Heat the oil in a large skillet over medium heat. Add the apples and onions and saute until softened, about 3-4 minutes. Add the garlic and saute an additional 30 seconds, until fragrant. Remove from heat and allow to cool slightly.
In a bowl, combine the pork, onion mixture, Parmesan, panko, mustard, 1 egg, fennel, sage, thyme, salt, and pepper. Pop it in the fridge while you prepare the puff pastry.
Roll each piece of puff pastry out just a few strokes to get any creases out. Cut each sheet in half. Divide the sausage mixture into four equal sections and shape them into a log down the center of each parchment half.
Whisk the second egg in a small bowl, then use a pastry brush to brush the sides of the puff pastry with egg. Roll the pastry over the filling and press gently to seal. Brush the outsides of the pastry with the rest of the egg. Use a sharp knife to slice each log into 5 equal pieces. If the pastry seems too soft or is not cutting cleanly, put it in the fridge for 15 minutes to firm up.
Place the sausage rolls on a parchment lined baking sheet and bake for 23-25 minutes.
Alternatively, brush an air fryer tray with oil and air fry at 390 degrees for 7-8 minutes.