Place the cream cheese and mozzarella cheese into a bowl that is microwave safe. Heat for 30 seconds at a time until completely melted.
Heat the olive oil in a skillet over medium heat and add in the onion. Saute until the onion is softened.
Add the garlic to the skillet, and saute for 30 seconds longer. Remove, and let the mixture cool.
Place the cheese mixture to a mixing bowl, and blend with the remaining pastry ingredients until a dough has formed. Chill the dough for 30 minutes.
Mix the cooled onion mixture in a bowl with the sausage, egg and salt and pepper to taste. Set aside.
Preheat the oven to 400 degrees.
Roll the cooled dough out between two pieces of parchment paper, and cut into 8 evenly sized squares or rectangles.
Place a layer of the sausage filling down the center of each piece of dough, and roll the dough closed over it.
Layer the sausage rolls on a parchment lined baking sheet, and bake for 20-25 minutes, or until browned and cooked through.