Roll the pastry out on a lightly floured surface to a rectangle roughly A4 size (30 x 21cm). Drizzle and gently spread over half the Marmite and evenly scatter with two-thirds of the cheddar. Fold the two ends of the rectangle into the middle, then fold everything in half again so the pastry is like a book, then fold in half again so you have a tight block of pastry. Cover with cling film and put in the fridge for at least 10 mins.
Tip the sausagemeat into a large bowl with the remaining Marmite and cheese and add 3 tbsp of cold water and squish or mix everything together.
Roll out the pastry to a neat rectangle, roughly 35 x 30cm. Trim the edges with a knife so they are perfectly straight, then cut in half lengthways so you have two long strips. Divide the sausage mix in two and mould each half along the middle of each strip in a cylindrical shape, leaving a decent border at either side. Brush the border and top of the sausage mix with beaten egg and roll the pastry over to encase the sausage, tightly pressing both edges of pastry together by crimping or pressing down gently with a fork.
Cut the sausage rolls into a length that suits. Place on a baking sheet and chill again for at least 20 mins or until ready to bake (chilling the pastry now will stop it from splitting as it cooks). Can be made up to a day ahead or frozen for a month. To cook from frozen, just add an extra 10 mins to the cooking time.
Heat oven to 200C/180C fan/gas 6. Brush the sausage rolls liberally with egg and bake for 30-35 mins until the pastry is deep golden – don’t be scared to take them to the edge of dark golden and slightly charred around the edges. Lift from the tray to a rack immediately or they’ll stick to the tray and leave to cool for at least 10 mins then eat hot, warm or leave to go cold and pack into a lunchbox.