Let the dough thaw, sprinkle a little flour on the table and roll it out (not too thin). Cut into eight equal strips.
Remove casings from sausages. Make a shallow cross-section on each sausage. Gently fill the cuts with thinly sliced or grated cheese.
Wrap each sausage with a strip of dough. Place sausages on parchment paper.
Whisk the egg with a pinch of salt. Lubricate the sausages in the dough with the resulting mixture.
Put in an oven preheated to 180 ° C for 20 minutes.