Mix together the sausage meat with the grated apple, grated cheddar and thyme. Season generously with Sea Salt and Black Pepper.
Roll out the pastry into a long rectangle about 0.5cm thick. Form the sausage meat into a log down the length of the pastry, brush a little of the egg wash down the one edge and fold over the pastry. Trim the edges and slice into 12.
On a baking sheet, lined with greaseproof paper, glaze the rolls with egg wash and sprinkle on the nigella seeds.
Bake for 35-40 mins at 190C/170C Fan/Gas Mark 4, until golden brown and cooked. Serve with your favourite Chutney or Cranberry Sauce.