Let the puff pastry thaw on a well floured work surface and cut in half lengthwise. Remove the crusts from the Gouda. Place a slice of Gouda and 1 slice of bacon on each of the 4 slices of pastry. Place 1 sausage on each slice and roll up diagonally. Place the sausages in a dressing gown on a baking tray lined with baking paper. Bake in a preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: level 3) for about 20 minutes until golden brown.
In the meantime mix ketchup and mustard. Season to taste with lemon juice, salt and pepper. Cut the gherkins into fine cubes. Mix gherkin and tartar sauce. Drain cucumber slices. Arrange sauces, cucumber slices and roasted onions in small bowls and serve with the sausages in a dressing gown