Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
On a lightly floured surface, roll out the thawed puff pastry sheets to about 1/8 inch thick and cut into rectangles (3x4 inches).
In a skillet, cook the breakfast sausage over medium heat until browned, about 7-10 minutes, breaking it apart as it cooks. Stir in cheese if using, and remove from heat to cool slightly.
Place a spoonful of the sausage mixture in the center of each pastry rectangle, about 1-2 tablespoons of filling.
Fold the pastry over the filling to create a pocket, sealing the edges with a fork.