Thinner links of merguez sausage are ideal for these nibbles, but if you can’t find them, just halve larger ones lengthwise into quarters before wrapping in pastry.
- 2 tablespoons olive oil, divided
- 1½ pounds merguez sausage, cut into 2" lengths
- 1 sheet frozen puff pastry (one 14-oz. package or half a 17.3-oz. package), thawed
- All-purpose flour (for surface)
- 1 large egg, beaten to blend
- Black and/or white sesame seeds (for serving)
- 3 tablespoons chopped fresh cilantro
- 1 tablespoon fresh lemon juice
- 1 garlic clove, finely grated
- Kosher salt, freshly ground pepper
Preheat oven to 425°. Heat 1 Tbsp. oil in a large skillet over medium-high. Cook sausage, turning occasionally, until browned, about 4 minutes. Transfer to paper towels to drain; let cool.
Roll out puff pastry on a lightly floured surface to 1/8" thick. Cut into 2x1 1/2" strips. Working one at a time, brush edges of short sides of strips with egg wash and roll around sausage; press to seal. Place, seam side down, on a parchment-lined rimmed baking sheet as you go.
Brush pastry with egg wash and sprinkle with sesame seeds and sea salt. Bake until pastry is golden and puffed, 15–18 minutes.
Meanwhile, blend yogurt, cilantro, lemon juice, garlic, and remaining 1 Tbsp. oil in a food processor until smooth; season with kosher salt and pepper.
Serve pastries with cilantro yogurt alongside for dipping
Do ahead: Dip can be made 1 day ahead; cover and chill. Sausages can be rolled in pastry 4 hours ahead; cover and chill. Brush with egg and top with sesame seeds and sea salt just before baking.