Preheat the oven to 200 degrees Celsius (convection mode). Drain the sausages in a colander and spread the puff pastry sheets on baking paper on a flat surface. When the puff pastry sheets are just ready to be rolled up, start preparing them. Cut each sheet of puff pastry crosswise with a serrated cutter, so that you get four triangles each time. Take a sausage and roll it in a piece of smoked ham. Add a small dollop of ketchup. Then roll this in the puff pastry. Place the parcels on a rack lined with baking paper and place them in the preheated oven for approximately 16 minutes. In the meantime, break the egg into a bowl and add an equal part of milk and 1 teaspoon of Marne French Mustard. Smooth the mixture with a whisk or in a jar*. Remove the rack from the oven and brush the parcels with the mustard-egg mixture. Place the rack back in the oven for approximately 1 to 2 minutes. If you want a softer dough, brush the parcels a second time. Bake the parcels until nice and light brown and then let them cool gently on a rack. *Tip for the kitchen: Place the egg, milk and mustard in an empty and clean mustard jar. Close the lid and shake. Your mustard mixture is ready!