Heat the olive oil in a large, non-stick frying pan over a medium-low heat and soften the red onion for 6 minutes. Add the garlic and cook for a further 1 minute. Increase the heat to medium-high and add all the mushrooms and thyme leaves, then fry for a further 6 minutes until cooked.
Add the white wine. Let it bubble away until nearly evaporated, then add the breadcrumbs and cooked chestnuts. Season to taste and leave to cool.
Once the mixture has cooled, roll out the ready-made pastry and cut through the middle across the long side, so that you have two long rectangles. Roll the mushroom mixture into two sausage shapes and lay them along the centre of each rectangle. Fold one side of the pastry over, wrapping the filling inside. Press down on the edge with a fork to seal in the filling.
Cut the long rolls into individual sausages. Place the sausages on to 2 baking sheets lined with greaseproof paper and brush them with the almond milk. Bake in the oven for 35-40 minutes, until the pastry is golden and crisp. Serve on a chopping board for everyone to share.