1 Remove the sausage from the refrigerator 10 – 15 minutes before cooking to remove the chill from the meat. 2  Preheat the oven to 400 degrees Fahrenheit (200 degrees Celsius). 3  Layer the baking pan with aluminum foil or parchment paper. 4  Place the sausages evenly on the cooking sheet.aking sausage is simple. 1  Remove the sausage from the refrigerator 10 – 15 minutes before cooking to remove the chill from the meat. 2  Preheat the oven to 400 degrees Fahrenheit (200 degrees Celsius). 3  Layer the baking pan with aluminum foil or parchment paper.