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Heat the oven to 200C/180C fan/gas 6. Line a baking tray with baking parchment. Squeeze the sausagemeat from the skins into a bowl. Tip in the onions, stilton, pickle and most of the cheddar, reserving a small handful, and mix together until well combined.
Lightly flour a clean work surface and roll out the pastry into a 30 x 40cm rectangle. Pat the sausagemeat into a log shape that sits in the middle and across the length of the pastry rectangle. It should be about 5cm thick. Brush one of the long sides of pastry with some beaten egg, then fold the other side over to encase the sausagement. Fold the egg-washed side over the top, and press gently to seal. Trim the excess pastry – the overlap should be about 3cm. Carefully turn over the sausage roll so the seal is at the bottom. Using a sharp knife, carefully cut into 4cm-wide pieces and arrange on the baking tray (you should get about 10). The rolls can now be frozen on the tray. Once solid, transfer to a freezerproof container and freeze for up to three months. Defrost, then cook as below, adding an extra 5 mins.
Brush with the remaining beaten egg, then scatter over the remaining cheese and the celery salt. Bake for 35-40 mins until golden and cooked through. Leave to cool on the tray for 10-15 mins before serving warm with English mustard for dunking.