What is this component please?

I would say those sausage rolls are capacitors. Do they have anything written on them?

 

Very good (and wise) question.

They're a low capacitance(so they're not going to kill you), and almost certainly will discharge after power is removed (so you may have to do nothing).

BUT... I never rely on either of those things.

Turn off the power and unplug.

Leave for as long as practicable (an hour or so is fine).

Use a multimeter (carefully) to measure the voltage across the capacitors (under 20V and you'll be fine for small caps).

optional... Take something conductive and place it across the leads of the capacitor. For small (low value and lowish voltage) capacitors a screwdriver piece of wire is sufficient. For anything larger, you should use something designed to safely discharge them.

In this case, what you need to avoid is discharging the capacitor through your finger. That could be a little uncomfortable.

This procedure is probably not required for these capacitors, however there are capacitors of a similar physical size which could give you a sizeable zap. As a beginner it's best not to rely on luck

Also, wherever possible (when working on equipment that may still harbour a hazardous voltage/charge), get used to working with one hand so that you don't discharge anything across your chest. That is what can change a nasty shock into a deadly one.

The above is part of what we mean when we tell people to "Be sensible" or "Be careful". It's shorthand for stuff you may not even have thought about.