Preheat the oven 180ºC/350ºF/ Gas Mark 4. Slit the sausage skins, remove the meat and place in a large bowl. Add the cider, apple, pepper and sage and mix well together to combine.
Roll out the pastry thinly and cut into squares, about 12.5 cm in diameter. Re-roll the pastry leftovers to make more shapes if possible.
Place a spoonful of the mixture in one half of the pastry squares. Brush the edges of the pastry with the egg glaze and fold over to make a rectangle or triangle shape, then crimp the edges to seal.
Place the parcels on baking parchment or a non-stick tray, brush with the egg mix and cook for 30 minutes until golden brown. Ideal for lunches and picnics, served hot or cold with a large seasonal salad and a chunky fruit chutney.