If using frozen puff pastry, remove it from the packet and separate the sheets to allow them to thaw. Meanwhile, whisk the egg in a small bowl and set aside.
Squeeze the grated carrot and zucchini to remove some of the moisture. Then combine with the chicken mince, sausage mince, onion, garlic, ketchup and Worcestershire sauce in a large mixing bowl. Season with salt and pepper. Mix using hands to combine mixture then divide into 8 equal portions.
Lay a sheet of pastry on a flat surface. Cut the pastry sheet in half horizontally. Spoon an eighth of the chicken mixture 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. Repeat with remaining mince mixture, pastry and egg wash. If making in advance, refrigerate until desired serving time.
Preheat oven to 200ºC. Brush top of each log with egg wash and sprinkle with sesame seeds. Cut into 6 short pieces and place them seam side down on prepared tray, 2 cm apart.
Bake for 25-30 minutes or until golden and cooked through. Allow to cool for 5-10 minutes. Serve hot with tomato ketchup or other condiments.