Preheat oven to 400° F. Line a baking sheet with parchment paper and set aside.
Unfold puff pastry sheets. Lengthwise, cut each rectangular sheet in half to create 8 separate sheets.
In a large mixing bowl, using your hands, quickly and gently combine first 8 ingredients. Divide into 8 equal portions.
Roll each of the 8 portions of beef into the shape of a sausage while placing in the middle of a puff pastry sheet (across the length of each sheet). Fold each pastry sheet around its meat “sausage” and, using wet fingers, pinch the top and bottom edges together, enclosing the sausage. Cut each into 4 equal sized rolls to create a total of 32 sausage rolls.
Beat egg yolk with water and brush egg mixture over the rolls.
Place the sausage rolls onto parchment paper-covered baking sheet. Place baking sheet in middle of preheated oven and bake for 20 minutes or until pastry is crisp and golden.
Serve warm. Sausage rolls can be refrigerated for up to 4 days and reheated in an oven or toaster oven (microwaving will soften the pastry).