Mix the broccoli cheese, sausage meat, carrot and parsnip and seasonings in bowl.
Roll the puff pastry out into a large rectangle on a floured surface, then cut into two long rectangles.
Spread the cranberry sauce down the middle of the pastry. Place a layer of sausage meat and veg mixture down the middle of each pastry rectangle, then brush with beaten egg on one of the long edges.
Fold the other side of the pastry over onto the egg-washed edge. Press down to seal and trim any excess. Cut each pastry roll into small sausage rolls.
Make a thin cut on top of the pastry on each sausage roll and brush the beaten egg mixture on top of the sausage rolls
Place the sausage rolls into the air fryer until the pastry is crisp and golden and the sausage meat is completely cooked through.
Remove sausage rolls from the air fryer and remove them carefully from the baking tray and place them on a baking rack to cool.
Arrange in a Christmas wreath for the perfect Christmas party appetiser!