Preheat oven to 400 degrees Fahrenheit and line a baking sheet with parchment paper.
Mix together the grated cheese, rosemary, and sesame seeds. Sprinkle 1/4 cup of the mixture onto the countertop in a rough 5 by 9-inch rectangle.
Roll out the puff pastry sheet onto the cheese and herb mixture until it’s 1/4 of an inch thick. If you are using frozen puff pastry, wait until it is thawed, unfold it and roll it a little to press the cheese into the dough.
Sprinkle another 1/4 cup of the cheese and herb mixture on top of the puff pastry sheet. Roll it out until it is 1/8 of an inch thick.
Sprinkle with a 1/2 teaspoon of coarse sea salt.
Fold the puff pastry sheet in half, turn the dough so that the seam is on your left, and sprinkle with another 1/4 cup of the cheese and herb mixture.
Roll out the puff pastry sheet until it is 1/8 of an inch thick and 10 inches long.
Sprinkle with another 1/2 teaspoons coarse sea salt.
Cut the puff pastry sheet into 1.5 inch thick strips of dough.
Remove the Jennie-O Turkey Sausage from the package and pat it dry with a paper towel. Place it on the prepared baking sheet.
Starting from one end, wrap the strips of dough around the sausage.
Chill for 30 minutes in the fridge.
Bake for 10 minutes at 400 degrees Fahrenheit. Lower the heat to 375 degrees Fahrenheit and bake for 30 to 35 minutes, until the puff pastry is a deep golden color, puffed and crispy, and feels dry to the touch.
Let the braid cool briefly on the baking sheet until it’s firm enough to transfer to a cooling rack.