Pre-heat you oven to 220°c (200°c for fan assisted ovens or Gas Mark 7) and grease a couple of baking sheets.
In a large pan gently cook the onion in a little olive oil for about 5 minutes until it's softened. Add the garlic and continue to cook for a further 2 minutes, before adding the mushrooms, walnuts, parsley and thyme. Cook the mixture for about 5 minutes until the mushrooms start to soften.
Add the mustard and vegetable stock to the mushroom mixture and cook until the liquid has boiled and evaporated and the mixture appears drier. Set aside to cool.
Once the mushroom mixture has cooled, stir through the breadcrumbs; this completes your filling no-sausage filling.
Roll out the pastry on a lightly floured surface and cut down the middle length-ways. Divide your no-sausage filling into two and evenly distribute down your rectangles of pastry, using your fingers to shape the filling into sausage shapes.
Brush the edges of the pastry with a little soy milk and roll around the no-sausage filling. Divide the rolls into 6 individual portions per roll (making 12 sausage rolls in total), before transferring to your pre-lined trays.
Finish by brushing the no-sausage rolls with the remaining soy milk and sprinkling with a some sesame seeds. Bake in your pre-heated oven for around 20-25 minutes, until golden and puffed up.