Preheat oven to 375F/Mark 5. Place potatoes in a large pan of cold water and bring to the boil. Cook for a few minutes until the potatoes just begin to soften and drain. Heat oil in large saucepan and brown onion and sausages.
Place a layer of potatoes on the base on a large ovenproof casserole dish. Top with sausages, half the butternut squash and black pudding, a sprig of fresh thyme, and sage. Add the remaining butternut squash and black pudding and pour over the stock. Top with remaining sliced potato, season, dot with butter, and sprinkle with cheese. Cover with foil and cook for 40 minutes, remove foil, and cook for a further 30 minutes until browned and golden. Serve with extra steamed seasonal vegetables.