Prepare the baking sheet by lining with baking parchment and spray with baking spray or oil, then set aside.
After forming a dough, break an egg in a small bowl, add about 1 tablespoon of water and whisk together, and set aside.
Cut out a small ball and use a rolling pin to roll out, place sausage and roll like 4-5 times (trim the ends if you have excess dough hanging), and place on the prepared baking sheet.
If you're using a longer sausage it's the same process. You can also make dough strips then roll-up.
Brush the end of the dough and seal. Place it on the prepared baking sheet and continue with the rest of the dough. Use a fork to poke the top of the roll and brush with egg wash (the egg and water mixture).
If you make strips it will look like this.