We always go to the Spanish Bakery while in St. Augustine. They have great bread, cookies, & sausage in the bread dough. This is a favorite of my sons. I made a lot of different filings to go inside. Easy and delicious.
Thaw out the dough (it comes frozen). I let it rise in the pkg. Roll out pieces of dough in the length of you sausage. Place filing on the bottom, sausage on top. Cover to secure. Bake in a 400F oven for 30 minutes.