Make the filling: In a large bowl, combine the ground beef, ground lamb, garlic, puréed onion, smoked paprika, salt, baking soda, black pepper, cayenne, and egg. Mix until fully combined and smooth, without overmixing.
Prep the pastry: Lightly flour a work surface and roll out each puff pastry sheet just enough to smooth it out. Cut each sheet in half lengthwise to create four long rectangles.
Egg wash the pastry: Whisk together the egg and heavy cream. Brush egg wash along both long sides of each puff pastry rectangle.
Pipe the filling: Transfer the sausage mixture to a piping bag (or zip-top bag with the corner cut). Pipe a thick strip of filling slightly off-center, closer to one long edge, leaving enough pastry to fold over.
Fold, trim, and seal: Fold the pastry over the filling and press down right where the meat ends. A little excess pastry is fine, but if there’s too much overlap, trim some off so it doesn’t get doughy. Use a fork to press and seal the edge tightly.
Slice and finish: Cut each long strip into 1½- to 2-inch pieces. Arrange on a parchment-lined baking sheet. Brush the tops with more egg wash and make 2 slits on the top of each one, not cutting all the way down but just to let some steam out as they cook. Then sprinkle the tops with sesame seeds.
Bake: Bake at 375°F for 25 to 30 minutes, until the pastry is deeply golden and puffed and the filling is cooked through.
Cool and serve: Let cool slightly before serving.