Preheat the oven to 200°C, fan 180°C, gas mark 6. Line a baking sheet with some baking parchment.
In a bowl, combine the turkey thigh and breast mince, then stir in the lemon zest and herbs. Season.
On a lightly floured surface, roll out the pastry into 2 rectangles measuring about 14 x 30cm each. Divide the turkey mixture into 2 and make a sausage shape along the length of each rectangle.
Lightly brush the pastry edges with water then tightly roll up around the filling. Press the edges to seal.
Cut each of the rolls into 6 and place on the baking sheet. Brush the tops of each with the beaten egg and sprinkle over the sesame seeds.
Bake for 25 minutes until golden brown and cooked through. Serve with the ketchup for dipping.