Dutch Sausage Rolls (Saucijzenbroodjes)

1 lb lean ground beef

1 egg

2 tablespoons milk

1 teaspoon salt

2 pinches nutmeg (~1/8 teaspoon)

freshly ground pepper to taste (~1/4 teaspoon)

1/2 cup panko bread crumbs

1 teaspoon Worcestershire sauce

4 sheets puff pastry, thawed

1 egg yolk

1 teaspoon water