Preheat oven to 160°C Grease a 4cm deep, 17.5cm x 24.5cm (base) baking dish.
Heat oil in a frying pan over medium heat. Add onion. Cook, stirring often, for 2 minutes or until soft. Remove to a bowl. Add sausages to frying pan. Cook for 6 minutes, turning, or until cooked through. Set aside to cool for 5 minutes. Thinly slice. Spoon sausages, onion, carrot, zucchini and cheese over base of baking dish.
Whisk flour and milk in a bowl until smooth. Add eggs, and salt and pepper. Whisk until well combined. Pour over sausages. Bake for 50 to 60 minutes or until set. Stand for 5 minutes before serving.