1. Make onion gravy: Heat butter in a 4-qt. saucepan over medium-low heat; add onions, and cook until golden brown, about 40 minutes. Stir in 1 tbsp. flour; add stock, madeira, and Worcestershire. Bring to a boil; cook for 5 minutes. Season with salt and pepper. Set gravy aside.
2. Heat oven to 425°. Whisk remaining flour, mustard, and pepper in a bowl. Whisk in milk and eggs; let rest for 15 minutes. Render bacon (chop and put in gravy). Pour 2 tbsp. bacon fat into a 9? × 11? baking dish; heat in oven for 10 minutes. Heat remaining bacon fat in a skillet over medium heat. Cook sausages until browned all over, about 8 minutes. Pour batter into hot baking dish; arrange sausages in dish, and bake until golden, 25–30 minutes. Serve with gravy.