Cut the sausage into smaller portions to make party size sausage rolls.
Make a slit in the sausage, lengthwise & stuff it with the cheese.
Wrap the sausages with the bacon slices & put them on baking paper in a baking tray.
Cook in the oven for 10-15 minutes & then let them cool for around 5 minutes.
In the meantime, prepare the pizza dough laid out. Cut into strips to be able to wrap it around the sausages. Brush some tomato sauce on the dough & then wrap the sausages. Put them on a baking paper in a baking tray again.
Brush them lightly with the egg & sprinkle some sesame seeds on top.