Remove sausage meat from casings (if using links) and place in a bowl with herbs, salt, and pepper. Mix gently with your hands until combined.
Roll out the puff pastry sheet on a lightly floured surface. Cut into two long rectangles.
Shape the sausage mixture into a long log and place it along one edge of each pastry rectangle.
Roll the pastry tightly around the sausage to form a long log. Seal the edge with a little beaten egg.
Cut each log into smaller pieces, about 2 inches each.
Brush the tops with beaten egg and sprinkle with sesame or poppy seeds if using.
Preheat the air fryer to 180C (350F).
Place the sausage rolls in the air fryer basket in a single layer, leaving space between each.
Air fry for 12 to 15 minutes, flipping halfway through, until golden brown and cooked through.
Let cool slightly before serving with ketchup or mustard.