1. Preheat oven to 400°. Place 1 pastry sheet on a lightly floured work surface; roll into 1 (8- x 12-inch) rectangle. Cut pastry into 24 (2-inch) squares. Place 1 sausage slice in center of each square, pressing down. Repeat with remaining pastry sheet and sausage.
2. Arrange puffs on aluminum foil-lined baking sheets, and brush with egg. Bake 18 to 20 minutes or until pastry is puffed and golden.
3. Meanwhile, stir together mustard and sour cream in a small bowl. Serve pastries warm, with dipping sauce.