Add onion, cheddar, sausage, butter, and sage and mix until fully combined (it’s easiest to do this with clean hands.) Scoop sausage balls (about 1 tablespoon each) onto a large rimmed baking sheet, ...
Using your hands, form the mixture into two even-sized balls ... such as mature cheddar, aged gouda, pecorino or a salty ewe's cheese all work in these vegetarian sausage rolls.