Sausage rolls are a bit of an international phenomenon. Consider the above photo from Wikipedia. Those come from the UK. Typically, Scotland is famously home to these. It containst a British styled sausage baked in pastry dough. These tend to be a crispy and flaky. The same could be said for pigs in a blanket -- the American version.
Of course, the American version usually has a frankfurter hotdog at the center, but I have seen this done with bratwurst or Polish Sausage.
The interesting thing is that Chinese food actually has it's own version of a sausage roll. It is called 腐皮卷 Fǔ pí juǎn. It can be roughly translated as "tofu skin roll" Honestly, I like "Chinese Sausage Roll" Better.
Essentially, it's ground pork that has been wrapped in very thin tofu. Then, it's wrapped again in a bamboo leaf and then boiled. Tofu comes in infinite varieties in China. "Skin" is a very thin version. As food from Jiangsu province, the Suzhou variety uses this tipe. The Changzhou variety I have also tried used a thicker tofu "sheet."
As you can imagine, a thicker wrapper makes for a chewier Chinese sausage roll.
I would never make a meal of these things, but they make a good appetizer when you are eating Chinese fast food. The connotation of "fast food" is sometimes different in China. That can usually mean "cafeteria styled" restaurant. At any rate, these tofu sausage rolls are quite cheap and yummy.