Preheat oven to 400°F and line a baking sheet with parchment paper.
In a skillet, melt butter over medium heat. Add the onion and salt; cook until softened, about 5 minutes. Add bratwursts and brown on all sides. Pour in the beer, cover, and simmer for 10 minutes. Remove bratwursts and strain out the beer, which is being reserved for the sauce. Set the brats and onions aside to cool completely.
Roll out the puff pastry. Press the seams together. Spread mustard over the whole pastry. Cut it in half. Then cut 6 long strips from each half.
Once cooled, cut the brats in half and place one on each pastry square, along with a small scoop of onions. Roll it up and pinch the seams together so it won’t unroll. Place them seam-side down on the baking sheet. Prick the tops a few times with a fork then brush with egg wash and sprinkle on the salt.
Bake for 20 minutes or until golden brown and crispy.
In a saucepan, melt butter over medium heat. Whisk in flour and cook for 2-3 minutes. Gradually add reserved beer, then stir in milk and cream. Cook until thickened. Add cheese and mustard, stirring until melted. Season with salt and pepper.
Serve the bratwurst canapés warm with beer-cheese sauce for dipping.