Unfold 1 puff pastry sheet on lightly floured work surface; pierce all over with fork. Cut pastry into four strips, each about 2 1/2 inches wide, then cut each strip into 4 squares for total of 16. Spread 1/4 teaspoon mustard in center of 1 square. Place 1 sausage round atop mustard, pressing slightly to anchor. Fold 2 opposite corners of pastry square over sausage, overlapping slightly, and press to seal. Place sealed side down on ungreased rimmed baking sheet. Repeat with remaining pastry, mustard, and sausage rounds, placing half on second baking sheet. DO AHEAD Can be made 8 hours ahead. Cover and refrigerate.
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