Preheat your oven to 375°F (190°C).
Unroll the crescent roll dough on a clean surface.
Cut the dough into triangles as per the package instructions.
Place a cocktail sausage at the wide end of each triangle.
Roll the dough around the sausage tightly.
Place each wrapped sausage on a baking sheet lined with parchment paper.
In a small bowl, beat the egg and brush it over each roll for a golden finish.
Bake in the preheated oven for 12-15 minutes or until golden brown.
Remove from the oven and let cool slightly.
Serve warm with your preferred dipping sauce.