Pre-Heat your oven oven to 200C/Fan 180C/Gas 7.
Get a large bowl. Add the self-raising flour. Make a well in the centre, pour in the milk, little by little, whisking continuously to a smooth batter. Whisk the eggs in a separate bowl, then add the egg mixture into the batter mix, followed by the horseradish. Whisk thoroughly.
Season with salt and lots of freshly ground black pepper. Set aside.
Add 1 tbsp vegetable oil to your oven-proof baking dish or pan. Toss the chipolata sausages and mushrooms in this oil until they are well coated. Roast for 5 minutes. Transfer the hot dish to a flat surface and add the chestnuts. Pour the batter over sausages. (There no need to panic and pour quickly, it is not like Yorkshire puddings, just do it safely). The cold batter will mix with the sizzling meat juices, and rise in the oven.
Put the toad back into the oven. Bake for 15-20 minutes until the batter is golden brown and set. The tip of a knife should come out clean. If your toad is ready before the gravy, turn off the oven and leave the door open to keep it warm.
Get a large frying pan for the gravy. Add the the sliced onions with 1 tbsp sunflower oil. Sweat them over a medium heat for 7-8 minutes until they are soft. Add the butter, turn up the heat then fry the onions for 5-10 minutes more, until they are golden Add the porcini mushrooms and the stock, bring to the boil. Reduce by 1/3. Dissolve the cornflour in the water. Add it to the gravy. Bring back to the boil. The gravy consistency should be thick, but pourable. Season to taste.
Finish with sage leaves fried in butter until crispy, if you like. You can serve this British classic alongside buttery mashed potato, with horseradish cream or a dollop of mustard.