Prepare the pastry and sausages: Cut the thawed puff pastry into 2–3 cm (1 in) strips. Roll each sausage in the pastry, then brush with the egg wash to seal and glaze.
Add the topping: In a small bowl, combine the everything bagel seasoning with the grated Parmesan cheese. Sprinkle the cheesy mixture over each wrapped sausage.
Air fry: Place the pigs in a blanket in the air fryer basket, leaving a little space between each one to allow the pastry to puff up. Air fry for 18 minutes at 185°C (365°F), or until the pastry is crisp and golden.
Serve: Remove from the air fryer and serve warm with your favourite dipping sauce.
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