Preheat oven to 220C (425F or Gas Mark 7).
Using a 9-inch ovenproof skillet (or a deep-dish pie pan), heat the cooking oil.
Add the sausages, rolling them in the oil and brown on all sides in oven (for about 20 minutes) or on top of stove, turning every 5 minutes.
Sift flour and a pinch of salt into a mixing bowl and stir in the grated cheese.
In a smaller bowl, beat milk, eggs, and parsley, and season generously with salt and pepper.
Stir a small amount of milk mixture into the flour to make a smooth, very heavy batter and let stand 5 minutes before stirring in remaining milk mixture.
There are different ways of arranging the sausages in the deep-dish pie pan.
Some people cut up the sausages and arrange them at random.
Others arrange the sausages like spokes of a wheel evenly spaced in pan.
Whatever method is used, pour the batter over them.
Lower oven heat to 200C (400 degrees or Gas Mark 6)
Bake until batter is puffed and browned (about 30 minutes).