Pour the oil into the bottom of a baking dish, and arrange the sausages on top in a single layer. Bake for 10 minutes in the preheated oven.
Meanwhile, in a medium bowl, add the flour, make a well in the centre and add the eggs and half the milk. Whisk together until smooth. Gradually mix in the remaining milk until the batter is smooth. Season well with salt and pepper.
Remove the sausages from the oven, and ladle the batter over them until the sausages are 3/4 covered.
Return to the oven, and bake for 35 minutes, or until the centre is risen and browned. Don't worry if the underside seems slightly soft, as this is normal.