Thaw the frozen puff pastry for about 10 minutes. Mix the sauerkraut with the mashed potatoes. Either connect 2 puff pastry slices together - overlap them by about 2 cm and press down with a fork - or put one slice down and cover with a second later.
Divide the sauerkraut and mashed potatoes mixture into thirds and distribute 1 third each on the puff pastry slices. Leave a 2 cm wide margin free. Place a sausage on each mixture and carefully roll up the puff pastry or cover with another slice. Press the dough all around with a fork. Brush the pockets lightly with milk.
Preheat the oven to 200 ° C top and bottom heat. Place the bags on a baking sheet lined with baking paper and bake for about 20 minutes. Then arrange and serve the sauerkraut pockets.