For the sausages in the sleeping skirt, place 1 puff pastry slice at a time on a baking sheet lined with baking paper. Roll out to the length of the sausage. Preheat oven to 185 °C.
Place one sausage on each and spread some curry ketchup on top.
Whisk the egg yolks and brush the edges of the puff pastry with it. Place the second slice of puff pastry on top and press the sides down. Cut the top layer of puff pastry a few times with a sharp knife, then brush the surface with egg yolk as well.
Then bake in the oven for at least 20 minutes.
Serve the sausages in the sleeping skirt warm.