Heat the oven to 220°C/200°C fan/ Gas 7. Place the flour in a bowl with the egg. Gradually beat in the milk to make a batter, then beat in 150 ml water until smooth.
Wrap the sausages in the bacon and divide between 4 individual oven-proof dishes (each about 350ml ¾ pt capacity). Scatter with the onion and drizzle with the oil. Roast for 15 minutes. Remove from the oven and add the apple slices and sage, then pour over the batter and return to the oven for a further 30-35 minutes.( If making this in one large dish, adjust this time to 35-40 minutes.)
To make the gravy, fry the onion in the oil for 5 minutes until softened. Sprinkle on the flour and cook, stirring until thickened. Add the mustard, Worcestershire sauce and gradually add the stock, stirring until smooth. Lastly, stir in the cranberry sauce.