Preheat your oven to 400°F (200°C). Line a large baking sheet with parchment paper or a silicone baking mat to help the hand pies bake evenly and make cleanup easier.

In a skillet over medium heat, cook the breakfast sausage, breaking it into small crumbles with a spoon. Cook until browned and no pink remains, 6–8 minutes. Drain excess fat on a paper towel–lined plate and let cool slightly.

In a medium bowl, whisk 5 eggs with a pinch of salt and pepper and the milk or cream, if using. Add to a lightly greased nonstick skillet over medium-low heat. Gently stir until the eggs are just set but still glossy; they will finish cooking in the oven. Set aside to cool slightly.

Lightly flour your counter or a large cutting board. Unfold one sheet of thawed puff pastry and gently roll it just enough to smooth the creases and stretch it slightly, about 1–2 inches larger on each side. Cut into 4 equal rectangles. Repeat with the second sheet so you have 8 rectangles total.

Place 4 pastry rectangles on the prepared baking sheet as the bottoms. Spread a thin layer (about 1 tablespoon) of your chosen sauce in the center of each, leaving about a 1/2-inch border all around for sealing.

Divide the scrambled eggs evenly over the sauced rectangles. Top each with some of the cooked sausage, then sprinkle about 2 tablespoons of shredded cheese over each. Do not overfill; the pastry should still be able to close easily.

Beat the remaining egg with 1 teaspoon of water. Brush the exposed borders of the pastry bottoms with a little of this egg to help them seal. Lay the remaining 4 pastry rectangles over the filled bases. Gently press the edges together with your fingers, then crimp all around with the tines of a fork to seal well.

Brush the tops of each hand pie with the remaining egg wash for a golden, shiny finish. Use a small sharp knife to cut 2–3 small slits in the top of each pie to let steam escape. If using Everything Bagel seasoning or sesame seeds, sprinkle it over the tops.

Bake for 18–22 minutes, or until the hand pies are puffed and deep golden brown and the pastry is crisp and flaky on the edges. Rotate the pan halfway through baking if your oven has hot spots.

Let the hand pies cool on the baking sheet for 5–10 minutes before serving. The filling will be very hot right out of the oven, so allow them to cool slightly before eating.

To refrigerate, cool completely and store in an airtight container for up to 4 days. To freeze, place cooled pies on a baking sheet, freeze until solid, then transfer to a freezer bag or container for up to 2 months. Reheat from the fridge at 350°F for 8–10 minutes in the oven or 4–6 minutes in the air fryer. From frozen, reheat at 350°F for 18–22 minutes in the oven or 320–330°F for 10–12 minutes in the air fryer.