Cut the half bell pepper into small pieces. Peel the sausages and cut each one in half. Wrap each sausage half with 1 slice of ham.
Divide the puff pastry into 4 equal pieces. Place a wrapped sausage and a few pieces of bell pepper on each pastry piece. Wrap the puff pastry around each sausage and place on a baking sheet.
Bake at 200°C (392°F) for 20 minutes with convection, or 25 minutes without convection, until golden brown.