1 Note that thicker sausages may need to bake longer. 2  Extremely large or thick links may need to be baked anywhere from 40 to 60 minutes. 3  If cooking them this long, however, you should turn the sausages at least once.. Place the sausage links on the baking sheet. Line them up side by side, leaving space in between each link. Space the links apart as evenly as possible. 3. Cook the sausages in the preheated oven. Place the baking sheet on the middle rack of the oven to ensure even cooking. Bake for 20 to 25 minutes.