For the sausage bites: Preheat the oven to 375 degrees F. Line a baking sheet with parchment.
Unfold the pastry sheet and dust both sides with flour. Roll to an approximately 12-inch square. Cut into four 6-inch squares. Beat the egg in a small bowl. Brush the entire surface of the top of each pastry square lightly with beaten egg. Reserve the egg wash. Brush with the mustard, leaving a 1/2-inch border around the edges. Roll each sausage tightly in a pastry square, crimping the edges to seal. With a serrated knife, trim the loose edges from each roll. Cut each crosswise into 4 sections.
Place the bites seam-side down on the prepared baking sheet, about an inch apart. Bake until the pastry is crisp, browned and cooked through, 35 to 40 minutes. Sprinkle with dill.
For the creole mayo sauce: Meanwhile, combine the mustard, ketchup, mayonnaise, maple syrup, cider vinegar and a dash of hot sauce in a bowl.
Serve the sausage bites warm with the sauce for dipping.