Remove the pastry from the packet and separate sheets to allow to defrost.
Whisk egg and milk in a cup.
Cut the dough into approximately 4-5cm strips (making one end of the strip a bit narrower that the other), and then cut each strip in half so that you end up with a collection of oblongs from each square sheet.
Take a cocktail sausage and put it at 1 end of an oblong at a slight diagonal and then roll up, pressing on the dough to seal along the edges of the pastry.
Place on a nonstick baking sheet.
Carry on until you’ve finished all your strips and cheerios
Dip a pastry brush into the beaten egg mixture and paint on the pastry for a golden glaze.
Put in the oven and cook for 12 to 15 minutes, by which time they should be puffy and golden brown.
Remove from the oven and let cool before serving them up for the children.