Let the puff pastry thaw for 30 minutes or so, until you're able to handle it easily.
The pastry comes in sheets folded in thirds. Cut the pastry sheet into 3 long rectangles along these fold-lines.
You may need to use a rolling pin to make the dough rectangles just a little bit wider.
Preheat the oven to 350 °F . Line a baking sheet with parchment paper.
In a small bowl, stir together 1 well-beaten egg + 2 tablespoons of water. Set aside; you'll use this to fasten the sausage rolls together.
In a larger bowl, stir together all the seasonings and the ground chicken. Work quickly! It's important for puff pastry to be cold.
Divide the chicken mixture into thirds -- yeah, you're gonna get your hands dirty -- and make a long, sausage-shaped tube of chicken all the way down the length of each pastry rectangle.
Place the chicken on only one rectangle of pastry at a time. You may find that the pastry rectangle isn't wide enough to fold over the chicken. You may need to use your rolling pin to make the remaining 2 rectangles just a little bit wider.
Brush a line of the egg mixture all the way down one long side of each rectangle.
Fold the other long edge of the pastry rectangle over. Attach this edge to the egg-coated side of the rectangle. Now, you have a cigar-shaped tube of pastry stuffed with chicken.
Use a sharp knife to slice each tube of pastry into about 5 equal pieces.
Transfer the sausage roll pieces to the prepared baking sheet. Brush more of the egg mixture on top of each roll.
Bake at 350 °F for about 30 minutes until chicken is cooked and pastry is golden-brown.