Preheat the oven to 220°C. Sift the flour and a pinch of salt into a bowl. Make a well in the centre and drop in the egg. Gradually beat in half the milk mixture. Beat well for 2 minutes, then stir in rest of liquid.
Wrap sausages in bacon. Put in a large roasting tin. Scatter over onion and drizzle with oil. Bake for about 15 to 20 minutes.
Remove from the oven and pour batter around sausages. Cook for a further 35 to 40 minutes.
For the gravy: fry onion in oil for 5 minutes. Stir in flour and cook for 1 minute. Stir in mustard, Worcestershire and stock and bring to the boil, stirring. Simmer 15 minutes, then season.
