In a medium sauté pan over high heat, add the oil and sear sausages on both sides. Set sausages aside. Turn the heat down to medium and to the pan, add butter, onions, sugar, and thyme. Place a cover on the pot and cook for about 15 minutes, stirring now and then, watching so it doesn’t burn. When most of the liquid is gone remove the lid and continue to cook, stirring often, until very soft and beginning to brown and caramelize.
Add flour and stir in and cook for three to four minutes, stirring constantly. Add beef stock bit by bit, stirring, and bring the stock to a boil. Add heavy cream. Add the seared brats back to the pan, turn down to a simmer and allow to simmer several minutes (about 10 or so) turning the the brats now and then until the brats have cooked through and the gravy has thickened to the desired state. Season to taste with Worcestershire, salt, and lots of black pepper.