Place the trout fillets into a blender or food processor and blitz till a chunky mince consistency is formed.
Add in the egg, salt and pepper, cheeses, spinach and fennel and mix with a spoon until well combined.
Using the tip of a sharp knife, cut each pastry sheet in half. Divide the mince mix into 8 portions and place along the centre of each pastry strip, and form into a long sausage shape.
Brush all edges of the pastry with the egg wash to help the pastry bind together when rolled.
To form the sausage rolls, lift one side of the pastry over the sausage mince and roll over to seal the pastry at the other side. Turn upside down and ensure the join has overlapped and score with the back of a knife to help seal the join.
Cut the sausage rolls in half for a standard size, or cut into 4 or 6 for party-size sausage rolls.
Place on an oven tray lined with baking paper, seam-side down, brush with the egg wash. With a fork, prick each sausage roll to allow for steam holes. Sprinkle with sesame seeds if using.
Place into the preheated oven and cook for 15 to 25 minutes.
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