Mix together the sausage meat with the chilli powder, paprika and Wensleydale in a bowl. Form into six balls, each the size of a golf ball.
Meanwhile, blanch the cabbage leaves in boiling water for 3-4 minutes and then remove and drain on kitchen towels.
Cut each leaf in half and wrap a cabbage leaf half around each duck ball. Secure with cocktail sticks if necessary.
Place the cabbage-wrapped balls into a bamboo steamer placed over a pan of simmering water. Cover and steam for 5-8 minutes, or until thoroughly cooked.
For the sauce, heat together the sauce ingredients in a small pan for five minutes.
To serve place the steamed sausage parcels on a plate with the sauce poured over.