Why does bread with filling separate and how do I prevent it?
The most recent Cook's Illustrated has a cinnamon swirl bread article that discusses this problem. According to them, the root cause is a lack of binding between the dough and filling. Gas from the yeast, and steam generated during baking, push into the spiral, creating pressure that compresses the dough and widens the gap.

In the specific case of cinnamon bread, they recommend using powdered (confectioner's) sugar instead of granulated, and using a large amount of cinnamon. The finer sugar dissolves more easily in moisture from the bread, quickly creating a paste that is reinforced by the cornstarch and by starches in the ground cinnamon. Misting the bread before adding the filling also helps. 

In order to make a sausage filling adhere to the bread, you would need a sticky, water-soluble element. Cornstarch or powdered gelatin spring to mind immediately as possibilities.

The other tactic they employ is to actually expose the filling during proofing, preventing the yeast's gas (and later, steam) from building up alongside the filling. Once the filling is rolled into the dough, the loaf is cut in half lengthwise. With the two halves laid side-by-side, cut face up (exposing the filling), they are wound around each other, folding the left piece over the right until the end is reached (this is called a "Russian braid"). The ends are pinched together, and the loaf is placed in the pan to proof. This, obviously, should help with any kind of filling, not just cinnamon sugar.