Preheat the oven to 375° F and line a baking sheet with parchment paper.
Lightly roll out the puff pastry on a floured surface. Cut into strips wide enough to wrap around each sausage, about 1-inch wide.
Pat the sausages dry, and wrap each one with a strip of puff pastry. Make sure to overlap the pastry slightly. Place seam-side down on the baking sheet.
Brush each wrapped sausage lightly with egg wash and sprinkle with sesame seeds.
Bake for about 13-15 minutes or until golden brown.
Make the dipping sauce by adding all the ingredients to a bowl and whisking until thoroughly combined. Add warm water a little at a time until it reaches the desired consistency.
Serve on a platter with honey miso dipping sauce and lime wedges. Sprinkle with green onions.