Place turkey sausage, sage, parsley, dried cranberries and black pepper in a bowl and mix to combine.
Remove puff pastry sheets from the freezer and defrost according to directions on the package.
Gently roll puff pastry to about 1/8 inch in thickness.
Beat egg yolk with water and set aside.
Place sausage on the long end of the puff pastry and roll to form long, seal ends using egg wash. Cut off excess pastry.
Place on a baking pan and place into fridge for about 30 minutes until the pastry firms up, this makes it easier to cut.
Remove from fridge and cut into 1 to 1 ½ inch pieces using a knife. Place about 2 inches apart on a baking sheet pan and brush with egg wash.
Place in an oven preheated to 375 degrees and bake for 25 minutes or until golden brown and the sausage has cooked through.
Cool before serving.