Preheat the oven to 190C and line a small oven tray with greaseproof paper.
Take the sausage, unravel it and create a round about 10cm in diameter by crossing the lengths over each other. Twist to create a ‘round’ sausage that is completely sealed off with the casing. Cut the excess sausage meat away.
With a very sharp knife, cut into the sausage in 1cm intervals along it’s top and fill the gaps with cheddar. Put onto the baking tray and cook for 20m or until beginning to brown.
Remove from the oven and crack an egg into the centre of the sausage ring and sprinkle the mozzarella over the sausage return to the oven to cook for a further 10 minutes.
Remove from the oven then serve the sausage hasselback immediately.