Preheat the oven to 220C/200C Fan/Gas 7.
First make the Yorkshire pudding batter. Sift the flour into a large bowl and make a well in the middle. Beat the eggs and milk together, pour into the bowl and mix with a balloon whisk until smooth. Add the mustard and season well with salt and freshly ground black pepper. Set aside to rest while you prepare the remaining ingredients.
Stretch out each bacon rasher to increase the length by about one third. Cut each rasher in half and wrap around each chipolata.
Heat 2 tablespoons sunflower oil in a large roasting tin, add the pigs in blankets, onion wedges and stuffing balls and cook for 20 minutes until starting to turn golden brown.
Meanwhile, make the gravy. Heat the butter and olive oil in a sauté or frying pan. Add the sliced onions and chopped thyme. Cook over a medium heat until the onions are tender and starting to brown at the edges. Add the plain flour, stir well and cook for a further 30 seconds. Slowly pour the stock into the pan, stirring constantly, and bring to the boil.
Lower the heat and simmer gently for about 10 minutes until smooth and thickened slightly. Add the Worcestershire sauce and season well with salt and freshly ground black pepper. Set aside.
When the sausages have cooked for 20 minutes, add the sprouts and leeks to the roasting tin along with the remaining 2 tbsp oil. Return to the oven for 5 minutes until the vegetables are starting to soften.
Working quickly, remove the roasting tin from the oven and pour the Yorkshire batter around the sausages, stuffing and vegetables. Return to the oven for a further 20–25 minutes until the batter is puffed and golden brown.
Serve with the onion gravy and cranberry sauce on the side.