Preheat the oven to 400 degrees. Line a baking sheet with parchment paper.
Unfold the puff pastry sheets and lay them out on a cutting board.
Use a pizza cutter to cut each puff pastry sheet into 13 short strips. You will end up with 26 strips between the two puff pastry sheets.
Keep the pastry strips laying next to each other.
Sprinkle the shredded cheese generously over the puff pastry strips, leaving 2 inches at the top for the egg wash.
Sprinkle everything but the bagel seasoning and dried parsley over the cheese.
In a small bowl, add the egg and water. Beat until combined.
Brush the egg wash over the 2-inch tops of the strips where there isn’t cheese.
Place a piece of cut sausage on the non-egg wash end of the puff pastry. Roll up the sausage in the puff pastry. Press the egg washed edge to seal it closed. Transfer to the prepared baking sheet.
Repeat with the remaining sausages and puff pastry strips.
Bake for 20 minutes, or until the puff pastry golden browned.
Serve immediately and enjoy!