Whisk together the mustard, honey and grated ginger. Put aside.
Roll out the puff pastry into roughly a 12”x 15” rectangle. Cut in half lengthwise and horizontally, to make 4 rectangles, each about 6” x 7.5”. Cover and chill in fridge.
Bring a small pot of water to boil and add sausages. Simmer for 10 minutes, then remove and let cool to room temp.
Make an egg wash: whisk the egg with a tablespoon of water. Line a baking sheet with parchment. Preheat oven to 400 degrees.
Lay out the pastry on the parchment and brush the edges if each with egg wash. Spread the rest of the surface with about a tablespoon of the mustard mixture. Arrange the shrimp on top lengthwise, overlapping the tail ends slightly to form a line. Place several scallion slivers over them, then a sausage on each.
Roll the pastry around the filling to form four cigars. Press the ends together and tuck underneath. Brush well with egg wash, and sprinkle with sesame seeds.
Bake for about 15-20 minutes, until well browned. Remove to a board and slice carefully on a slight bias, about ¾” wide, with a serrated knife. Serve hot.