Pre-heat oven to 190°C, line a baking tray with baking paper and set aside
Remove the sausage meat from the sausage skins and place in a bowl. Finely chop the black pudding and add that to the sausage meat, along with the dried sage.
Unroll the pastry and place on a lightly floured work surface, cut the pastry into three equal-sized pieces. Set aside two.
Spread two tablespoons of cranberry sauce closer to one edge of the pastry (lengthways). Place one third of the sausage mix on top of the cranberry sauce.
Brush the opposite edge with water or milk, tightly roll and pinch to seal.
Cut the sausage roll log into four (or smaller if you prefer), score the top of the pastry to release steam. Place the sausage rolls on the prepared baking tray.
Repeat with remaining pastry, sausage mixture and cranberry sauce.
Brush the top of the sausage rolls with a beaten egg, and then bake for 20 - 25 minutes until the pastry is golden and flakey and the sausage meat is cooked through.
Allow to cool slightly before serving with your favourite mustard.