Roll out the defrosted puff pastry, cut each slice in half diagonally. Spread with the liver sausage, place a slice of cheese on each. Scald the sausages, rinse and roll each in 1 piece of puff pastry so that they stick out the sides.
Brush with egg yolk and bake on a cooled tray in a 200 °C oven for 18 to 20 minutes.