Preheat the oven to 200°C and line two baking trays with baking paper.
Filling: Heat a little oil in a pan and sauté the onion, mushrooms and garlic until softened and most of the moisture has cooked off. Allow to cool slightly, then mix with the pork mince, sage, salt and pepper.
Pastry: Unroll the two sheets of puff pastry and slice each one lengthwise into two long strips (4 strips total). Divide the pork mixture into four equal portions. Shape each portion into a long sausage down the centre of each pastry strip. Combine the egg and milk, then brush one long edge with egg wash and roll the pastry over the filling to seal. Place seam-side down. Cut each long roll into 3-4 sausage rolls. Using a knife, lightly score the tops of the pastry and brush with egg wash. Bake for 30-35 minutes, or until puffed, golden and cooked through. Allow to cool slightly before serving.
Mustard dressing: Mix all the ingredients together, taste and adjust if necessary.
To serve: Serve the sausage rolls with a tangy mustard dipping sauce.