Make the mustard: Combine the mustard and vinegar in a small mixing bowl. Cover with plastic wrap and let sit overnight at room temperature to develop the flavors. Transfer the mustard mixture to a small heavy saucepan and add the honey and egg yolks. Cook over low heat, whisking constantly, until thickened, about 7 minutes. Cool, then refrigerate until serving time.
In a medium mixing bowl, thoroughly combine the sausage and onion. On a lightly floured work surface, roll each sheet of puff pastry - there are two to a package - into an 11 by 10-1/2 inch rectangle.
Using a pizza cutter or knife, cut each rectangle widthwise into three strips, each 3-1/2 inches wide. Wet your hands and mold some of the sausage into a tube-like shape. Lay it down the center of one of the puff pastry strips.
Wrap the pastry around the sausage and seal the seams with a bit of beaten egg. Repeat with the remaining sausage and puff pastry. Put all the rolls seam side down on your work surface and brush the tops lightly with the egg.
Cut the rolls into pieces about 1-1/2 inches long and transfer to a rimmed baking sheet lined with parchment paper. Leave about an inch between each roll.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350F and preheat, lid closed, for 10 to 15 minutes.
Bake the sausage rolls for about 25 minutes, or until the sausage is cooked through and the pastry is golden brown. Serve hot with the honey mustard.