Press each biscuit into a 4-inch circle on a lightly floured surface. Spread 1/2 teaspoon pesto over top of each biscuit. Place 1 sausage link on the edge of each biscuit and roll dough around sausage. Cut each roll into 4 pieces and place on a baking sheet; sprinkle with Parmesan cheese.
Bake in the preheated oven until biscuits are golden brown and sausage is cooked, 8 to 10 minutes.