Move oven rack to the middle position and preheat to 375 degrees F. Line 2 rimmed baking sheets with foil and place a wire rack on each pan. Lightly spray the wire racks with nonstick cooking spray.
MAKE SAUSAGE FILLING:
In a large bowl combine sausage, bread crumbs, onion powder, and nutmeg.
PREP PUFF PASTRY:
Place the thawed puff pastry sheets onto a floured surface. Roll each into an 11x10-1/2-inch rectangle.
ASSEMBLE SAUSAGE ROLLS:
Cut each puff pastry sheet into 3 strips lengthwise.
Add ½ cup of the sausage filling to the center of each puff pastry strip. Fold over the pastry and pinch the long edge to seal.
Brush each log with heavy cream.
Cut each long roll into 6 pieces.
BAKE:
Place the pieces on the prepared racks on baking sheets. Bake until golden brown, about 20-25 minutes.
COOL AND SERVE:
Cool the rolls for 5 minutes and then serve immediately.