Preheat the oven to 180C/350F/Gas 4.
Heat the olive oil in an ovenproof frying pan and fry the sausages, turning frequently for 5-6 minutes, or until browned all over and cooked through.
In a bowl, mix the powdered egg with the water and then whisk in the milk and flour until well combined. Pour the mixture into the pan with the sausages and transfer to the oven. Cook for 8-10 minutes, or until risen and golden-brown. Serve immediately.