Peppery Sausage Fingers

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1 sheet frozen puff pastry (half a 17-ounce package), thawed

All-purpose flour, for dusting

8 links fully cooked Italian chicken sausage (such as asiago-red pepper flavor)

1 large egg, lightly beaten

1/3 cup finely grated asiago cheese

Coarsely ground pepper

1/4 cup mayonnaise

1/4 cup sour cream

2 tablespoons dijon mustard

1 small clove garlic, grated

Kosher salt