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To make the filling, tip all the ingredients into a large bowl and season generously with salt. Combine everything together with your hands. Lay a large sheet of cling film on your work surface, tip the filling on top, and shape into a 8cm-thick log. Roll up tightly in the cling film. Chill in the fridge for 3 hrs or overnight to firm up the mixture and allow the flavours to develop.
Put the sheet of pastry on a floured surface, sprinkle the top with a little extra flour, then roll out the pastry – it should be bigger by about a quarter. Brush all over with some of the beaten egg. Lie the sausage on one half of the pastry, leaving a gap of about 5cm. Fold the long side of the pastry over the top and line up the edges. You may need to adjust the position of the filling to get it just right. Crimp the edge to seal it together, then transfer to a baking sheet lined with baking parchment. Brush all over with the beaten egg and chill in the fridge for 20 mins. Can be frozen unbaked for up to one month.
Heat oven to 210C/190C fan/gas 7. Brush with more egg, then score the pastry all over with little slashes. Lightly press the thyme leaves and black mustard seeds into the top of the pastry. Bake for 25 mins. Turn oven down to 180C/160C fan/gas 4 and bake for another 20 mins until golden brown and the base of the pastry is cooked and crispy. Remove from the oven and leave to cool on a wire rack set over a baking tray for 20 mins before serving.