Pre-heat oven at 350º F.
Combine stone ground mustard, dijon mustard, yellow mustard, Jack Daniels™, honey, dried parsley and dried thyme. Mix well and set aside. Cut puff pastry into 4ths. Brush each puff pastry sheet lightly with egg. Place Polish Sausage Link on each pastry sheet and roll up.
*Note: Roll on the diagonal for a pretty presentation. The ends of the sausage should be showing at the ends of the pastry
Place pastry on a cookie sheet and bake until pastry is a deep golden brown color. Approximately 20 minutes. Remove and allow to cool slightly. Cut in half and serve with mustard dipping sauce.