Preheat your air fryer or oven to 200°C.
In the large mixing bowl, rub the plain flour and unsalted butter together between your fingertips until a crumb consistency is achieved.
Add in the cold water and mix everything together to form a smooth ball of dough.
Turn the dough out onto a lightly floured surface and roll into a large rectangle with a 5mm thickness. Trim the edges so that they are straight.
Beat the egg in a small dish or mug and set to one side.
Place one of the sausages onto the pastry, at the edge and at the bottom. Cut the pastry so that it is the same width as the sausage. Roll the sausage up in the pastry, allowing a little overlap, trimming and brushing a with little egg wash to seal it.
Cut the sausage roll in half lengthways, score the top lightly and put to one side. Repeat with the remaining sausages so that you end up with 12 sausage rolls.
To bake immediately, brush the sausage rolls all over with the egg wash and sprinkle with sesame seeds and flaky salt if using.
Place the sausage rolls in the air fryer 2-3 at a time and cook for 20 minutes. They should be golden brown on top and the sausage cooked through.
If baking in the oven, preheat to 200c/180c fan and place all the sausage rolls on a baking tray lined with baking paper and cook for 20-25 minutes until cooked through. Allow the sausage rolls to cool slightly before serving.