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Preheat the oven to 190°C or Gas Mark 5.
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Heat the oil in a frying pan and add the onion and bacon. Fry until golden brown.
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Stir in the mushrooms and cook for 2-3 minutes, add the worcestershire sauce and beans.
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Turn the heat off and mix thoroughly.
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Place the individual yorkshire puddings on a large baking tray and spoon the mixture into them.
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Put four sausages onto the top of each and sprinkle over the cheese.
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Bake for 10 minutes until heated through and the cheese has browned.
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Serve with mashed potato and vegetables.
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