In a large bowl combine the flour, cornmeal, sugar, baking powder and salt. Stir in oil until mixture resembles coarse crumbs. Gradually stir in enough milk to form a soft dough.
turn onto a floured board; knead lightly for 30 seconds. roll into two 16-in. x 10-in. rectangles. Crumble uncooked sausage over dough to within 1/2 in. on sides. Carefully roll up from 16-in. end.
Wrap in foil; chill for at least 1 hour. Cut into 1/2 in. slices; place 1 in. apart on ungreased baking sheets. Bake at 400 degrees for 15 to 20 minutes or until lightly browned. Serve warm or cold. Store in refrigerator. Yields about 4 dozen.