Preheat oven to 200°C. Line a large baking tray with baking paper. Put bread into a bowl and cover with milk. Stand for 10 minutes.
Using your hands, squeeze as much liquid from bread as possible and place bread into a bowl. Add mince, onion, sauces and parsley. Stir until well combined.
Place a sheet of pastry onto a flat surface. Cut in half. Form 1/4 of meat mixture into a long sausage shape along 1 edge of pastry. Roll pastry, enclosing filling. Cut into 5 small sausage rolls. Using the flat edge of a knife, form 3 ridges along each sausage roll. Transfer to prepared tray. Repeat with remaining mince mixture and pastry.
Brush sausage rolls with egg wash and sprinkle with sesame seeds. Bake for 25 minutes or until sausage rolls are golden and cooked through. Serve.