Recipe request: NYC Sicilian sausage rolls

[orgreg]

Does anyone have a recipe for sausage rolls? I'm not talking about the Italian loaf version, the Aussie puff pastry thing, or a stromboli. I'm talking about the sausage rolls that look similar to this picture as I remember from pizzerias in NYC decades ago that had good Sicilian slices.

[Peter B]

Never seen these before that I can recall.  Are they kind of like Pigs in a Blanket, just with whole italian sausages and maybe some cheese?  They do look yummy.
That's how I would approach it.  Make some NY style dough and roll it out thin.  Wrap a cooked sausage, along with some cheese and maybe bake at 450 until it looks done?