Combine first 5 ingredients; blend in vegetable oil until mixture resembles coarse meal. Add milk, stirring until well blended. Turn dough out onto a lightly floured surface; knead lightly 3 or 4 times.
Roll dough into two 18- x 10- inch rectangles. Spread sausage (at room temperature) over dough, leaving a 1/2-inch margin on all sides. Carefully roll dough lengthwise, jellyroll fashion; pinch seam and ends to seal. Cover; chill at least 1 hour.
Slice dough into 1/4-inch slices. Arrange 1 inch apart on baking sheets. Bake at 350° for 20 minutes or until lightly browned.