Preheat the oven to 400°. In a large saucepan, add the potatoes and enough salted water to cover. Bring to a boil and cook until tender, about 15 minutes. Drain, then mash in a large bowl.
Meanwhile, in a medium skillet, melt the butter over medium heat. Add the onion and cook until translucent, about 7 minutes; transfer to the mashed potatoes. Add the beef to the skillet and cook, breaking it up, over medium-high heat until barely pink, about 5 minutes. Stir the beef, sour cream and horseradish into the mashed potatoes and onion; season with salt and pepper.
On a floured sheet of parchment paper, roll out 1 sheet puff pastry into an 11-by-15-inch rectangle. Spread half of the meat mixture in the center, covering two-thirds of the surface and leaving a 1-inch border along the long ends. Fold in the borders on the long ends and, beginning from a short end, roll up to enclose. Transfer seam side down to a parchment-paper-lined baking sheet; brush with the beaten egg. Repeat with the remaining ingredients. Bake until golden-brown, about 30 minutes. Let cool for 10 minutes before slicing.