Prepare the Filling:

1. In a spacious skillet, warm the olive oil over medium heat.
2. Introduce the diced onion and cook for 2 to 3 minutes, stirring until it becomes tender and translucent.
3. Add the crushed garlic and thyme, and continue to cook for another minute until fragrant.
4. Add the finely diced mushrooms to the pan and cook for 5-7 minutes, stirring occasionally, until the mushrooms release their moisture and are cooked down.
5. Season the mushroom mixture with salt and pepper, then add the roughly chopped spinach.
6. Sauté until the spinach has fully wilted, which should take around 2 minutes.
7. Take the mixture off the heat and let it cool for a few moments before proceeding.

Combine the Filling Ingredients:

1. In a large mixing bowl, combine the cooked mushroom mixture, breadcrumbs, drained lentils, grated cheese, and nutritional yeast or Parmesan.
2. Stir until well combined.
3. Add the egg and mix thoroughly to bind the filling together.

Assemble the Sausage Rolls:

1. Preheat the oven to 200°C (390°F) and line a baking tray with parchment paper.
2. Cut each sheet of puff pastry in half to form two rectangles.
3. Place a portion of the filling mixture along one long edge of each rectangle, shaping it into a log.
4. Roll the pastry over the filling, sealing the edge by pressing lightly. Ensure the seam is on the bottom.
5. Repeat with the remaining pastry and filling.

Prepare for Baking:

1. Cut each roll into smaller, bite-sized pieces or leave them as larger rolls.
2. Place the sausage rolls seam-side down on the prepared baking tray.
3. Brush the tops with the beaten egg and sprinkle sesame or poppy seeds over the top for extra crunch.

Bake:

1. Bake in the preheated oven for 20-25 minutes, or until the pastry is golden brown and crispy.
2. Remove from the oven and allow to cool slightly before serving.