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Heat the oil in a large heavy-based frying pan. Add the sausages and fry for 8-10 minutes until well browned. Remove the sausages, then slice them on the diagonal and set aside.
Turn the heat to high, then add the potatoes and leeks and give them a good stir. Continue to cook on a fairly high heat until the potatoes begin to brown and turn crisp. Toss the sausage slices back in along with the creamed horseradish and heat for a further 2-3 minutes. Take the pan off the heat, sprinkle in the cheese, season well and gently stir to combine.