Heat the olive oil in a large skillet over medium heat. Add the onions and cook until soft and translucent, 5 minutes. Add the garlic and cook for another 2 minutes. Set aside to cool.
In a small bowl whisk together the egg and milk. Line a baking sheet with parchment paper.
In a large bowl combine the pork, potato, breadcrumbs, nutmeg, thyme and the cooled onion-garlic mixture. Sprinkle with salt and pepper. Gently mix until combined. Cover and refrigerate while you roll out the puff pastry.
Unfold the sheet of puff pastry on a floured work surface. With a rolling pin, roll into a 12-inch square about 1/8-inch thick. With a pizza cutter or knife, cut into four 3-by-12-inch strips. Set the strips on the prepared baking sheet and store in the refrigerator while you proceed.
Place one of the pastry strips lengthwise in front of you. Divide the pork filling into four equal portions. Form one of the portions into a long, tubular shape and place it on the puff pastry so it reaches from long end to long end. Brush the long side of the puff pastry furthest from you with some egg wash. Roll up the puff pasty away from you and around the pork filling to create a 12-inch-long log. Pinch the seams together and transfer, seam-side down, to the baking sheet. Repeat with the remaining pastry strips and filling. Freeze for 30 minutes to chill before baking.
Preheat the oven to 400 degrees F.
Slice each log into six equal portions so that you have 24 rolls in total. Place the rolls on the baking sheet and brush with egg wash. Bake until golden brown, 30 minutes. Let cool for about 10 minutes before serving.