Press a fresh sage leaf onto each sausage lengthwise. Then, wrap each sausage with a slice of thin-cut bacon, ensuring the bacon secures the sage in place. This will infuse the sausages with a lovely, herby aroma and keep the sage against the meat as it cooks.
In a small bowl, mix together the maple syrup, whole-grain Dijon mustard, and a pinch of ground nutmeg until thoroughly combined. Set the glaze aside; you’ll use it to coat the sausages later. I like to taste the glaze at this stage and add a bit more mustard or syrup if I want it tangier or sweeter.
To cook in an air fryer, arrange the bacon-wrapped sausages in the basket on the Roast setting at 180°C (356°F) for 6–10 minutes, depending on sausage thickness, until the bacon has some color and starts turning golden. For oven baking, preheat the oven to 190°C (374°F), place the sausages on a baking tray, and roast for 8–12 minutes until the bacon is colored and starting to go golden.
Pour the prepared maple-mustard glaze (from Step 2) over the sausages. Return them to the air fryer for another 2–4 minutes, or to the oven for 3–5 minutes, until the bacon is crisp and the glaze turns sticky and shiny, basting once or twice for extra stickiness. For an irresistible finish, I like to add a final basting just before serving to deepen the flavor and shine.