Preheat the oven to 425˚F.
Place the sausages in a 9x13-inch (or similar sized) baking dish. Drizzle generously with some oil and bake for about 15 minutes, until the sausages are starting to cook through and the pan is nice and hot.
Meanwhile, whisk together the milk, flour, eggs and salt - the mixture should have the consistency of heavy cream.
Pour into the pan, around the sausages, and return to the oven.
Bake for another 20 minutes, or until the batter is puffed and deep golden.