Melt cheese in microwave until completely melted. Add this and all other pastry ingredients into a food processor and blitz until a smooth ball is formed. Remove and set aside.
Divide pastry in half, roll one portion in between 2 sheets of baking paper in a thin rectangular layer approx 3-5mm thickness. Remove top layer of baking paper.
Pipe filling mixture along the long side of pastry into a long sausage shape. Roll up pastry to enclose filling, finishing seam side down. Cut off excess pastry.
Repeat with remaining filling and pastry.
Cut each long sausage shape into 6 short pieces. Place pieces, seam side down on prepared tray, 2cm apart. Brush top of pastry with whisked egg and sprinkle sesame seeds over the top.
Bake for 15-20 minutes or until golden and cooked through.