Preheat the oven to 190C/gas 5 and oil a 20cm baking dish. Place a large nonstick pan over a medium heat and add a good glug of olive oil. Add the onion and sauté for 5–10 minutes until softened but not coloured.
Meanwhile shred the sage and add to the pan along with the parsnips, a good splash of cider and a good pinch of salt and pepper. Place a lid on the pan and leave for 10 minutes to soften the parsnips. Remove the lid, add the apple and cook for another couple of minutes. Spoon the mixture into a bowl and let cool completely.
Once cool, snip the ends off the sausages and squeeze the meat out of the skins into the bowl. Put the bread in a food processor and blitz to breadcrumbs. Add to the bowl with the egg and lemon zest. Using your hands, scrunch it all together until well combined then press into the prepared baking dish, cover with foil and bake for 45 minutes.
Remove the foil, cook for a further 15 minutes then serve.