1. Heat the butter in a large frying pan until foaming; cook the mushrooms over a high heat for 3-5 minutes, until browned and all the liquid has evaporated. Stir in the Marmite. Cool, then mix with the sausage meat, onion and thyme; season.
2. On a floured surface, unroll the pastry, halve lengthways and roll each ½ out about 2-3cm wider. Halve the sausage meat and place in a cylinder along the middle of each pastry strip. Brush one side of each strip with egg, then fold over the other side tightly. Roll so that the seam is underneath. Trim the ends and cut each roll into 8 pieces. Chill on a parchment-lined baking sheet for 15 minutes.
3. Preheat the oven to 200˚C, gas mark 6. Brush the rolls with more egg; sprinkle on the sesame seeds. Bake for 20 minutes.