I've used just normal seasoned breadcrumbs and Panko before. But frankly they're so rich I've even skipped the breadcrumbs and they convection bake just fine.
It also helps to roll out the sausage between wax paper so you can get a thin coat on the eggs.
I use just mild breakfast sausage (Jimmy Dean). But I also don't deep fry them and use convection bake to cook them--the brown up just fine in the oven because they're pretty oily when cooking.
Good call on the pimenton. I just happened to have purchased a small (which I now regret because I should have gotten the larger size) container of Espelette.
I agree with dymnyno. If you can grind pork from a single piece or pieces you can season it with salt, pepper, fresh chopped sage to your own taste. I might be inclined to add pimenton to it but that would sort of take the "scotch" out of it.
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It also helps to roll out the sausage between wax paper so you can get a thin coat on the eggs.