Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper.
Unroll the crescent roll dough on a lightly floured surface. Cut the dough into triangles along the perforated lines.
If using cheese, place a small amount on each triangle of dough.
Place one mini sausage at the base of each triangle and roll it up towards the pointed end, ensuring the sausage is completely wrapped.
Arrange the rolled sausages on the prepared baking sheet, seam side down.
In a small mixing bowl, beat the egg. Use a pastry brush to lightly coat each pig in a blanket with the egg wash for a golden finish.
If desired, sprinkle sesame seeds on top of each wrapped sausage.
Bake in the preheated oven for 12-15 minutes, or until the dough is golden brown and fully cooked.
Remove from the oven and let cool slightly before serving.
Serve warm with mustard or your favorite dipping sauce.