Preheat oven (electric cooker: 200 °C/circulating air: 180 °C/gas: see manufacturer). Line a baking tray with baking paper. Wash the legs, pat dry and bone. Remove the skin from the sausages and spread sausage meat in the legs. Stick the meat together.
Season with salt and paprika. Distribute on the baking tray. Wash the potatoes, quarter them lengthwise. Distribute around the legs. Bake in the hot oven for about 1 hour.
Wash the thyme, shake dry and remove the leaves. Grate the parmesan. Turn off the oven, remove the legs from the tray. Remove the potatoes from their skins with a spoon and place them on the tray.
Mix in thyme and parmesan, up to 2 tablespoons. Season to taste with salt and lemon. Cut the legs into slices. Serve with mashed potatoes and sprinkle with the rest of the parmesan.