Pre heat the oven to 180°C.
Combine the sausage mince, caramelised onion relish, cheese, olives and onions in a bowl. Divide the mixture into quarters.
Spread one quarter of the mince mixture over each pastry sheet, leaving a 2.5cm border.
Roll up like a swiss roll and brush the pastry with egg. Using a serrated knife, cut roll into 1cm slices.
Place slices on an oven tray, and bake at 180°C for 20 minutes or until golden brown.
Serve Jalapeno Chilli Relish on the side.