1. Preheat the oven to 375°F; arrange the frozen sausages in a shallow roasting pan and roast until cooked through, about 18 to 20 minutes. Set the sausages aside until they are cool enough to handle; then cut them into 1/4-inch slices. Reserve the pan. Turn up the heat to 475°F.
2. Meanwhile, finely chop one onion and coarsely chop the other. Combine the sliced sausages, bread, finely chopped onion, 2 tablespoons of the butter, the sage, thyme, 1/4 teaspoon salt, and 1/4 teaspoon pepper. Season the hens inside and out with an additional 1/4 teaspoon salt and 1/4 teaspoon pepper. Stuff each hen with one fourth of the bread mixture and tie the legs. Arrange the hens on a rack in the shallow roasting pan and drizzle the wine and remaining 1 tablespoon butter over them.
3. Roast the hens for 20 minutes. Add the coarsely chopped onion to the pan and continue roasting for 10 to 15 minutes longer, until a meat thermometer inserted in the thigh joint registers 170°F. Transfer the hens to a platter, cover loosely with aluminum foil, and let rest for 10 minutes.
Butter a 13 x 9 inch baking pan, and place it on a foil lined rimmed baking sheet.
Pour the bread/custard mixture into the prepared pan and level it. Pour the remaining 1/2 cup of heavy cream over the pudding. Mix together the remaining 1/4 cup of sugar with the pecans and sprinkle the mixture evenly over the top of the pudding.
Transfer the pan on the baking sheet to the oven and turn the oven to 300 degrees. Bake for 60-70 minutes, until the pudding is firm and a knife inserted in the center comes out clean.
Serve warm or at room temperature.