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Put the skinned sausages in a bowl and squish together with your hands, then divide into two balls. Place one ball of sausagemeat onto a long piece of cling film. Roll into a cylinder approx 30cm long. Wrap tightly in the cling film and place on a plate or tray in the fridge. Repeat with the other ball of sausagemeat.
Heat oven to 200C/180C fan/gas 6. Lay the pastry out on your work surface and cut it into four equal strips lengthways. Roll two of the strips out a little more with a rolling pin so that they are 40cm long and 10cm wide. Unwrap the sausagemeat, place each one in the middle of a rolled-out pastry length and sprinkle each with half the fennel seeds. On either side of the meat, cut regular slits from the edge up to the meat – do this all the way round to create 2cm tabs. Fold over the ends. Starting at one end, bring up one tab from one side and drape it over the meat, then do the same with one from the opposite side. Repeat with the other strip of sausagemeat. Brush both with egg, then lift onto baking trays.
Cut each of the remaining strips of pastry into three strips lengthways and plait together. Lay the plait on top of the sausage pastries and brush with more egg.
Bake in the oven for 40 mins or until risen and golden brown. Remove from the oven, transfer to a large board and slice – or allow your guests to serve themselves. Can be served hot or cold.