Preheat the oven to 400 degrees and line a baking sheet with parchment paper.

Unroll the puff pastry sheet on a lightly floured surface and cut it into thin strips about half an inch wide.

Wrap each strip around a cocktail sausage in a crisscross pattern to resemble bandages, leaving a small gap near one end for the face.

Place the wrapped sausages on the baking sheet with the gap facing up.

Beat the egg in a small bowl and brush it lightly over the pastry on each roll.

Bake for 15 to 18 minutes until the pastry turns golden brown.

Remove the rolls from the oven and let them cool for 5 minutes.

Add two small dots of yellow mustard in the gap on each roll to create the eyes.