Melt half the butter in a pan over a medium heat. Add the leek and season with salt, pepper and nutmeg. Cover and cook for 10–12 minutes, or until soft, stirring occasionally. Allow to cool.
In a bowl, combine the 200g/7oz breadcrumbs, thyme, laverbread and Cheddar. Stir in the cooled leek mixture, the mustard and the whole egg. Season well, adding a splash of milk if necessary, to bring together into a dough.
Shape into 12 small sausages and chill in the fridge for 20 minutes.
Preheat the oven to 200C/180C Fan/Gas 6 and line a baking tray with greaseproof paper.
Place the beaten egg, flour and the remaining breadcrumbs in separate shallow bowls. Once the sausages are chilled, roll them in the flour, then the beaten egg and then the breadcrumbs.
Melt the remaining butter and the vegetable oil in a frying pan over a medium heat and fry the sausages for 2–3 minutes, or until golden all over.
Place on the prepared baking tray and cook for 12–15 minutes, or until dark golden brown.