Press a sage leaf onto each lengthway along the sausage, then wrap the sausage with a thinly sliced piece of streaky bacon.
Mix the maple syrup, whole-grain Dijon mustard, and a pinch of nutmeg in a small bowl. Set aside.
In the air fryer:
Air fry on the Roast setting at 180°C (356°F) for 6–10 minutes (cooking time depends on the thickness of the sausages) until the bacon has a slight colour and is turning golden.
Pour the maple syrup mixture over the sausages and return them to the air fryer. Continue cooking until the bacon becomes crisp and the sauce forms a glaze, approximately 2–4 minutes. Baste the sausages while roasting for extra stickiness.
In the oven:
Preheat the oven to 190°C (374°F).
Place the wrapped sausages in the oven and bake for 8–12 minutes (cooking time depends on the thickness of the sausages) until the bacon has a little colour and is turning golden.
Pour the maple syrup mixture over the sausages and return them to the oven. Continue baking until the bacon becomes crisp and the sauce coats the sausages in a glaze, about 3–5 minutes. Baste the sausages while roasting for extra stickiness.