Melt the margarine in a frypan over medium low heat. Add the onions and leeks then cook until softened. Stir frequently.
When the leeks and onions are soft, stir in the breadcrumbs, walnuts, sage, oats and egg until well blended. Remove from heat immediately and allow to cool.
Preheat the oven to 200 degrees C. Shape the mixture into 6 large fat sausages. Heat 2 tablespoons of vegetable oil in a large frypan over medium-high heat. Fry the sausages until browned on all sides. Remove them from the frypan, and place them on a baking sheet. Brush the sausages with oil.
Roast the sausages in the oven for 25 minutes or until browned. Serve hot.