In a bowl, whisk the flour and salt together. Cut the lard into the mixture with two knives or a pastry cutter until mixture resembles coarse meal, then add a sprinkle of water until dough comes together.
Roll out dough as if for pie crust, about 1/8-inch thick. Wrap each sausage link in the pastry dough and seal. Place on baking sheet.
In a small bowl, whisk the egg and 1 teaspoon water together. Brush over each wrapped link of sausage.
Bake for 20 minutes, or until crust is a light brown.