Whizz the black pudding in a food processor until smooth then add the egg and cream, and blend to a rich paste. Scrape into a bowl, stir in the sage, cover and refrigerate for up to one day.
With a sharp knife, carefully stretch out the bacon rashers as if you’re going to wrap sausages for pigs in blankets at Christmas. Lay a sheet of cling film on your worktop and line up about four pieces of streaky bacon next to each other to form a rectangle. Spoon a quarter of the blended black pudding on to the bacon at a short end and, with a palette knife, spread it out to cover half the bacon.
Peel the sausage skin from the sausages but keep them in a sausage shape. Place one on top of the black pudding then carefully roll the black pudding and bacon over the top of the sausage, using the cling film as a guide – a bit like how you might use a sushi mat to wrap up pieces of sushi. Wrap the whole thing in the stretched bacon and roll it up tightly in the cling film. Secure the ends by twisting the cling film and tying it into a knot. Repeat with the 3 remaining sausages. Refrigerate for at least 2 hours, but preferably overnight.
To make the Cumberland sauce glaze, melt the butter in a saucepan over a medium–low heat, add the shallots and sweat gently for about 10 minutes until soft, stirring from time to time. Add the port and redcurrant jelly, raise the heat and bring to the boil. Turn the heat down to a simmer and cook for 10–15 minutes until the jelly has dissolved and the liquid has reduced a little. Add the ginger and mustard. Pour in the orange and lemon juices and add the zests. Stir, bring back to the boil and simmer until reduced by half. Stir in the green peppercorns and remove from the heat.
Preheat the oven to 170°C/Gas Mark 3. Warm a large, non-stick ovenproof frying pan over a medium heat and pour in a little oil. Take the cling film off the black pudding rolls and cook them gently until the bacon takes on an even colour all over. Put the pan in the oven and roast for 8–10 minutes.
Remove the pan from the oven, gently pour away any rendered fat and then put it back on the hob over a medium–high heat. Pour in the Cumberland sauce. Bring to the boil and reduce the sauce to a glaze, while basting the sausages to give them a lovely, rich, glossy shine.
Serve as a very hearty breakfast or brunch with some eggs and hot, buttered toast.