Pre-heat oven to 375°F.
In a food processor, blend together the flour and baking powder; pulse in the cold butter; do not over incorporate the butter into the flour; similar to making a flaky pastry, small pieces of butter should be visible in the flour.
Transfer this mixture from the food processor into a large mixing bowl and make a well in the center.
Pour in the buttermilk; working very quickly with a wooden spoon, fold the dry mixture through the buttermilk, only until the flour disappears, then stop immediately.
Drop the sticky dough onto a well floured counter top or bread board.
Sprinkle the top of the dough with additional flour; cover your hands with flour to handle the dough.
Roll the dough out into a long rectangle, about the width of your sausages, and only about 1/2-inch thick or slightly less; cut into 4 equal pieces.
Remove the sausages from their casings.
Using a small bowl or cup, make an egg wash by whisking together the egg and water.
Place one portion of the sausage at one end of one of the biscuit pastry squares.
Brush the pastry with the egg wash on the opposite edge of the dough from the sausage.
Roll the sausage in the pastry, pinching the edges of the dough together where they overlap.
Place the sausage rolls, seam side down, on a parchment paper lined baking sheet (consider using aluminum baking sheets because they tolerate the higher oven temperature without burning the bottom of the sausage rolls).
Brush the tops of the sausage rolls with egg wash.
Place in the pre-heated oven and bake for about 25 to 30 minutes or until the tops of the sausage rolls are evenly golden brown.
Use a meat thermometer to ensure that the sausage reaches about 175°F to 180°F.
Remove from the oven and allow the sausage rolls to rest for 10 minutes before serving.