Preheat the oven to 200°C or 390°F. Line a baking tray with parchment paper. Set aside.
Divide the dough into two pieces; work with one piece at a time. On a floured surface, open the dough to a large rectangle about 5mm thickness. Cut lengthwise down the middle.
Divide the filling into 4. Place the filling down the middle of the cut rectangle shaped dough. Brush the edges with the egg wash. Fold and roll the dough to form a long sausage roll, pinch and close the seam tightly. Place the large roll with the seam facing down, and cut the sausage rolls about 5/6 cm each.
Place the sausage rolls on the lined baking tray, brush with the egg wash and on top sprinkle a mix of sesame and nigella seeds.
Bake for about 20 minutes, until they have a nice golden brown colour and the filling is cooked. If making larger sausage rolls, they will take longer to cook. Cool slightly before serving.