Preheat the oven to 400 degrees F (200 degrees C).

Pour the oil into the bottom of a baking dish, and arrange the sausages over it in a single layer. Bake for 10 minutes in the preheated oven.

Meanwhile, in a medium bowl, whisk together the flour, eggs, and half of the milk until smooth. Gradually mix in the rest of the milk until a smooth batter is achieved. Season 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 center is risen and browned. Don't worry if the underside seems slightly soft, as this is normal.