In a stand mixer with dough hook attachment, add cream, milk, egg, castor sugar, flour, yeast and salt. Turn on the mixer and knead for 15 minutes or so, stopping the mixer every so often, squashing the dough together. After this time, the dough should pull away from the sides. If it’s too sticky add a little extra flour one tablespoon at a time and continue kneading until it does pull away.
Cover the dough with a damp towel, place in a warm spot and allow to rise until it’s doubled in size (1-2 hours).
Once dough has doubled in size, knead it again on a low setting for 5 minutes to remove air bubbles. Flour your surface and turn out dough on top of it. Divide into 12 pieces. Roll each ball into an oval shape and each side in to make a flat edge. Add cocktail sausage and roll up, keeping the seam of the dough at the bottom.
Repeat with remaining dough and sausages and place on a lined baking tray. Cover with a damp towel and allow to rise again for 30-45 minutes.
Preheat oven to 175ºC. Whisk egg lightly to make an egg wash. Brush on top of each bun. Drizzle tomato sauce on top in a zig zag pattern and then a line of mayonnaise down the centre. Sprinkle with seaweed flakes.
Bake in the oven for 21-23 minutes, or until bread is golden on top. Stir together sugar and hot water until it dissolved and then brush this gently on top of each bun to give it sweetness and shine.