Preheat oven to 425 F. Lay out the puff pastry sheets so they can warm slightly.
Mix together meat, breadcrumbs, onion, parsley, milk, salt, and pepper. Whisk the egg and 2 T milk together in a small bowl.
Lay out a pipe of sausage mix about 1/2 inch from the edge of a puff pastry. Roll it up, and seal with the egg mixture. Repeat with all pastries.
Cut the rolls in half, brush with egg mix, and put in the oven. Reduce the temperature to 400 when you put them in the oven, and cook for 25 minutes or until done.