Preheat the oven to 180C and line a baking tray with baking paper.
Place the sausage meat, herbs, peas, onion, garlic, lemon zest and parmesan in a large bowl, then mix with damp hands until well combined.
Lay the pastry, with the plastic backing still intact, on the bench. Divide filling equally among the pastry sheets, then form each into a long, high log along one side of the pastry. Use the plastic to help roll up the pastry to completely enclose the filling. Press down gently to seal, then score the seam lightly with a knife. Halve the rolls with a damp knife using a sawing motion, taking care not to squash the filling.
Place rolls, seam side down, on tray leaving a 3cm gap between each. Brush tops with egg mixture and cut 3 slashes into the pastry. Sprinkle with fennel seeds and bake for 30-35 minutes until the filling is cooked and the pastry is golden.
Serve the sausage rolls hot with a generous spoonful of chutney.