Lay the puff pastry flat and arrange 4 sausages side by side in the center, then place the remaining 4 sausages on top running parallel.
Spread mustard, ketchup, and mayonnaise generously over the sausages. Layer the cheese slices on top, followed by pickled cucumber slices (add as many or as few as you prefer), and finish with fried onions.
Cut the pastry extending beyond the filling diagonally on both sides at even intervals to form strips.
Fold the pastry strips alternately over the filling from each side to create a braided pattern. Fold and seal the ends.
Brush the entire pastry surface with beaten egg and sprinkle with additional fried onions.
Bake at 190 °C (375 °F) with fan circulation for 20 minutes.
Cut into thick slices and serve warm with a side salad.