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Boil the potatoes in salted water for 15 mins, adding the cabbage for the final few mins of cooking. Drain, then allow to steam- dry for a few mins. Add the milk and butter to the pan, warm through, then mash into the potatoes and cabbage with plenty of seasoning. Stir in the mustard, if using.
While the potatoes are cooking, heat a large, shallow flameproof dish or a large non-stick frying pan. Brown the sausages, shallots and carrots for about 5 mins until nicely golden and the shallots are starting to soften. The sausages should be almost cooked through; lift them out, then set aside. Tip off any excess fat released by the sausages.
Heat oven to 200C/fan 180C/gas 6. Turn up the heat under the pan, tip in the thyme and mushrooms, then fry until golden, about 3 mins. Splash in the wine, then let it bubble and reduce by half. Add the stock and caramelised onions, then simmer until it has reduced a little to make a shiny gravy, and the carrots are cooked through. Season, then add the sausages to the gravy.
Spoon the mixture into a baking dish or keep in the pan if it’s ovenproof. Top with the mashed potato, spooning it over in even dollops to prevent the gravy oozing up the sides. Can be made up to 1 day ahead and chilled. Bake, covered with foil, for 30 mins (or 45 mins from chilled), removing the foil for the final 10 mins to brown the mash. Sprinkle with a little thyme to serve.