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Heat the oven to 200C/180C fan/gas 6. Heat the oil in an ovenproof frying pan and gently sizzle the sausages over a medium-high heat for 8-10 mins, turning them, until browned on all sides. Transfer to a plate, then put the butter in the pan and heat until sizzling. Scatter in the onions, stirring them into the butter, then add the thyme sprig, bay and sugar. Give everything a final stir, then put the sausages on top and drizzle over any juices from the plate. Roast everything for 20 mins, turning the sausages halfway through.
Meanwhile, make the mash. Tip the potatoes into a pan of cold salted water and bring to the boil, then turn down and simmer for 10-12 mins or until just cooked all the way through (the tip of a knife should slide in easily). Drain in a colander and leave for a minute. Tip the milk into the pan and bring to a simmer, then pass the potatoes through a ricer into the hot milk and mash thoroughly. Once mashed, beat with a wooden spoon or spatula over very low heat, then beat in the butter a few bits at a time. You should have extra-fluffy, smooth mash. Keep it warm.
When the sausages are cooked, remove from the oven, turn the oven off and lift the sausages onto a tray. Return them to the oven to keep warm. Put the pan back on the heat and give the roasted onions a stir, they should be sticky and slightly burnt around the edges. Sizzle for a minute or two more to caramelise, then stir in the flour and cook for another minute. Splash in the vinegar, simmer for a minute, then pour over the red wine and soy, and bubble down to a gloopy paste. Pour over the stock and boil for 3-4 mins, or until you have a rich gravy. If you prefer, scoop out the thyme and bay, or just leave it in. Tip into a bowl or gravy jug with a serving spoon for the onions. Bring everything to the table and scoop a big mound of mash onto the middle of each plate, then top with the sausages and gravy.