The type of sausage makes a huge difference, from one sausage to another with the same pan you can have a batter that sticks or not. Experimenting with different sausages will show you the difference, especially if you try varying quality sausages. More extravagant sausages can cause trouble.
But for a foolproof answer regardless of sausage type switch your baking pan; ceramic and non-stick were never 100% reliable for me either. Get a flexible silicone pan (loaf or shallow square both fine) and your toad in the hole will never stick. They're pretty cheap, and very much worth it. You should also be able to use less oil this way, just shake the sausages around to coat the insides before the batter goes in.
Note: I'd also consider another recipe, in yours the sausages are placed in after the batter. The sausages can go into the oven with a little of their oil, and the batter is poured into that when the oil is ready. It also requests you reduce heat halfway through, don't do this. Also, the highest risen point should be on the cusp of turning slightly burnt before you remove it from the oven, ensures it's cooked through.