Preheat oven to 220C/200C fan-forced. Line 2 large baking trays with baking paper.
Thaw puff pastry. Meanwhile, combine milk and egg in a small jug. Whisk well. Combine veal mince, sausage mince, onion, carrot, garlic, parsley and sauces in a large bowl. Season with salt and pepper. Divide mixture into 8.
Lay a sheet of pastry on a flat surface. Cut sheet in half horizontally. Spoon 1/8 of the mince mixture down along the long side of one pastry half, shaping mince into a long sausage shape. Brush opposite long edge with a little egg mixture
Roll up pastry to enclose filling, finishing seam side down. Brush top of log with egg mixture. Cut into 6 short pieces. Place pieces, seam side down on prepared tray, 2cm apart. Repeat with remaining mince mixture, pastry and eggwash.
Bake for 25-30 minutes or until golden and cooked through.