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Heat the oven to 200C/180C fan/gas 6. Carefully untwist the links between each sausage, ensuring they remain connected. Gently squeeze the links to push the meat into the gaps between the links, so you have one long sausage.
Wrap the bacon rashers around the sausage on the diagonal, so they cover it in a single layer. Loosely coil the wrapped sausage around itself and transfer to a large ovenproof frying pan (ours was 25cm wide) or chill until you’re ready to cook. Will keep chilled for up to two days. Drizzle with oil and bake for 20 mins until golden brown. Chop into pieces to serve.