Defrost the pastry, if you haven't already. Once you have, preheat the oven to 180C or 356F (see notes)
Heat the oil in a medium saucepan over a medium heat, and add the fennel. Allow it to cook down for a few minutes. Once it has become translucent, add the balsamic vinegar, maple syrup, tamari and water, and continue to cook down until the fennel is completely soft and the liquid has become syrupy.
Once it has cooked down thoroughly, add the spices, generous salt and pepper, miso and tomato paste. Add water at any time you deem it necessary - the mixture should resemble a thick syrup. Once combined and cooked, remove from the heat.
In your food processor, combine the tofu, cottage cheese, walnuts and egg and blitz until smooth-ish. Some lumps are fine. Once combined, add the cooled fennel mixture, miso paste and seasoning to taste. Continue to blitz until the mixture is uniform in a light-medium brown colour.
Lay out the defrosted pastry on a floured counter. I used tapioca flour for mine. Decide on the size rolls you'd like, and cut the pastry accordingly. I wanted small rolls, so I cut the pastry sheet into three equal sized rectangles. Imagine slicing a horizontal A4 piece of paper into three.
Use a spoon to evenly portion out the sausage mixture between the pastry rectangles. Create a long, reasonably thick line of sausage mixture to one side of the pastry in each case. Leave enough room that you can seal the rolls at the end. Roll the pastry over the sausage mixture. The edges of the pastry should be bench side down. Apply a bit of pressure to seal the pastry on the bottom of the sausage roll.
Use a sharp knife to slice the logs into equal sized sausage rolls. Gently place them on a large lined baking tray.
Use a pastry brush to brush the whisked egg lightly over each sausage roll. Sprinkle the sesame eggs on the wet egg, so they stick to the rolls.
See the notes above on pastry before you start cooking the rolls. If you're using puff, cook the rolls at 200C or 400F for the first 10 minutes, and then continue cooking for 15-20 minutes on 180C or 356F. If you're using shortcrust, keep the oven on 180c/356F the entire time.
Once the sausage rolls are browned and crispy, remove from the oven and serve.