Preheat your oven to 375°F (190°C).
Open the can of crescent roll dough and unroll it onto a clean surface.
Cut the crescent roll dough into smaller triangles if necessary.
Place a cocktail sausage at the wide end of each triangle and roll it up.
Pinch the dough ends to seal the rolls and place them on a baking sheet lined with parchment paper.
Beat the egg in a small bowl and brush it over each roll.
Bake in the preheated oven for 12-15 minutes, until golden brown.
Remove from the oven and let cool for a few minutes before serving.