1.In a large skillet add sausages and 1/4 cup of water, turn on heat to medium. Cook until water evaporates then add 1 tablespoon olive oil. Turn heat down to medium low and cook sausages until browned on all sides, make sure sausage is cooked through. Place sausages on a paper towel lined plate and set aside to cool.
2.In the same skillet, add 1 tablespoon olive oil and onions and saute until tender, about 8 minutes. Set aside to cool. Preheat the oven to 425°F and place parchment paper on a large baking sheet.
3.On a clean work surface, scatter flour. Roll out one sheet of pastry to flatten it. Cut the sheet into 6 equal strips by first cutting into thirds lengthwise and then cutting it across the center. Spread 1 teaspoon mustard on each piece of dough and then add some cooked onions. Lay a sausage onto the pastry dough.
4.Cover the sausage completely with dough. It's okay to leave the end uncovered or wrapped completely. Using your index finger, wet the edge of the dough and press the edges to seal. Place the wrapped sausages seam side down on the baking sheet about 2 inches apart. Repeat with the rest of the dough and sausages.
5.Using a sharp knife, make 3 to 4 slits across the top of each pastry dough. In a small bowl, lightly beat the egg and 2 tablespoons water until it's well incorporated. Brush the tops of the pastry with the egg wash.
6.Bake until the pastry dough is golden brown, about 20 minutes. Serve hot or at room temperature with mustard on the side.