Preheat the oven to 190C, gas 5.
Cut the pastry into 12cm long slices. Dock the centre well.
Cut the outside 4cm of each side of the strip into 2-3cm ‘tapes’ leaving the centre docked area uncut.
Spoon the pickle down the centre of the docked pastry
Place the sausage down the centre third of the pastry.
Lightly egg the outside tapes.
Take pastry strips from alternate sides and lie over the sausage meat to make a plait. Tuck any extra strips underneath. Glaze the plait with beaten egg.
Transfer to a baking tray and cook for 15-20 minutes, or until golden brown and cooked through.