Spray heavy large baking sheet with nonstick spray. Unroll dough on work surface; separate along perforations into individual triangles. Spread each triangle with 1 teaspoon mustard; sprinkle each with 1 tablespoon cheese.
Arrange 1 sausage quarter on triangle, parallel to short side, leaving 1/2-inch border. Fold short side of dough over sausage; continue to roll up.
Arrange sausage roll, seam side down, on prepared sheet. Repeat with remaining triangles, mustard, cheese, and sausages. (Can be made 8 hours ahead. Cover; chill.)
Preheat oven to 375°F. Bake sausages until dough is golden, about 20 minutes.
