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Heat oven to 220C/200C fan/gas 7 and grease a large baking tray. Unroll the puff pastry into an A4 sheet and cut 16 x 10cm-long strips.
Wrap each chipolata in a strip of pastry, winding it round like a corkscrew. Place on the baking sheet and chill in the fridge for 15 mins. Can be chilled overnight or frozen for up to 2 weeks.
Mix the egg yolk with 1 tsp water and use to glaze the top of each pastry spiral. Sprinkle with the sesame seeds, then bake for 25-30 mins until the pastry is puffed up and golden, and the sausages are cooked.