Preheat the oven to 220°C, fan 200°C, gas 7.
Squeeze the meat from the sausages into a bowl and discard the skins. Add the grated carrots, courgette and chopped onions. Mix well and set the mixture aside. Wash hands after handling raw meat.
Roll out the pastry to the shape of a rectangle measuring about 40mx15cm. Spoon the sausage meat down the length of the pastry, about 2cm from the edge. Brush the edge with egg and roll up into a sausage shape, pressing to seal.
Cut into 4 sausage rolls, score the tops and brush with more egg. Bake for 25 minutes, until golden.
Allow to cool slightly on a wire rack before serving warm. If packing for a picnic, allow to cool completely and wrap each in a piece of baking parchment.