I just use finely liquidised bread. The really cheap stuff is fine, asda do a sliced loaf for about 17p. Cut off all the crust and chuck the slices in the food processor a bit at a time, when it's all broken down to a fine crumb add your sausage meat and continue to mix until well blended.
I use this method for all sorts of pastes, cheese, tuna, sweetcorn (goes a bit sticky tho')strawberry milkshake, custard powder, marmite etc.
When using the drier ingredients, I also add a knob of butter or a drop of oil (cooking not motor!!!) to help bind it together.