In a large skillet, heat 2 tablespoons of olive oil over medium heat. Add 2 sliced onions and a pinch of salt. Cook for about 15-20 minutes until soft and golden brown.

Remove caramelized onions from heat and let cool. Combine with 1 pound of ground sausage, 1 teaspoon of thyme, and a sprinkle of salt and pepper in a bowl. Mix in 1/2 cup of Gruyère cheese and 1 tablespoon of Dijon mustard.

Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.

Roll out the thawed puff pastry to 1/4 inch thick. Cut into rectangles of 4x6 inches. Place filling in the center, fold, and seal the edges.

Beat 1 egg and brush over the tops of the rolls, poking small holes for steam.

Transfer to the baking sheet and bake for 20-25 minutes until golden brown.

Let cool slightly before serving with dipping sauces.