Heat your oven to 220°C/Fan 200°C/Gas 8. Place a medium ovenproof dish or roasting tin in the oven to heat up.
Peel the butternut squash. Cut it in half. Scoop out the seeds. Chop it into small chunks. Take the dish out of the oven and drizzle in ½ tbsp oil. Add the squash, season, then toss to mix. Roast for 10 mins.
Peel and thickly slice 1 onion. Remove the dish from the oven after 10 mins and add in 4 sausages, half the rosemary leaves and the sliced onion. Pop back into the oven for another 10 mins.
Meanwhile, make your batter. Peel and grate the horseradish. Beat the egg in a large jug or bowl. Pour in 400 ml milk and whisk together. Spoon out 1 tbsp flour and set aside for later. Whisk in the remaining flour to form a smooth batter. Stir in the horseradish and plenty of seasoning.
After the sausages and veg have roasted for 10 mins, remove the dish from the oven. Carefully pour in the batter. Slide back into the oven for 30 mins till the batter is dark brown and puffed up.
While the toad in the hole is cooking, crumble the stock cube into a heatproof jug and pour over 400ml boiling water. Stir to dissolve.
Peel and thinly slice the remaining onion. Tear the kale leaves from the thick cores and finely shred them. Heat ½ tbsp oil in a pan. Add the onion. Cook and stir for 5 mins. Stir in the reserved flour and cook for 1 min. Slowly pour in the stock and cook for 5 mins, stirring occasionally. It should thicken up a little.
When the toad in the hole is nearly cooked, stir the kale and remaining rosemary leaves into the onion gravy. Serve with wedges of the toad in the hole.