Preheat the grill to its highest setting.
Melt the butter in a large frying pan over a low heat. Add the onions and garlic and gently fry for 15-20 minutes, until soft and beginning to caramelise.
Add the sliced sausages to the pan and stir well.
Whisk the eggs, cream and thyme together in a bowl and season with salt and freshly ground black pepper.
Add the egg mixture to the sausage and onion mixture and gently stir over a medium heat for ten minutes.
Transfer to the grill to cook for five minutes, or until set and golden-brown.
To serve, turn the frittata out onto a large plate and cut into quarters. Serve the portions on clean plates with a generous spoonful of baked beans and a spoonful of caviar, if using.