Preheat oven to 350 degrees F (175 degrees C). Line a baking sheet with aluminum foil.
Mix sausage, bread crumbs, onion, paprika, and garlic powder together in a bowl.
Tear bread slices into pieces and place in a bowl; add 2 tablespoon warm water to moisten. Add to sausage mixture; stir until well combined.
Unfold puff pastry sheet; roll out to to a 12x16-inch rectangle. Cut the sheet lengthwise into 3 equal sections. Mix egg yolk with 1 tablespoon water and glaze the edges of the pastry.
Divide sausage mixture into 3 equal portions. Spread 1 portion down the middle of each pastry strip. Roll pastry edges up and pinch together, forming 3 long pastry-covered sausages. Turn rolls over and glaze with egg mixture. Slice each roll into 1 1/4-inch pieces; arrange on the prepared baking sheet.
Bake in the preheated oven until golden brown, about 20 minutes.