Heat the oil in a 12-inch skillet over medium-high heat.
In a medium bowl, whisk together the egg, milk and salt and pepper, to taste. Slice each Savory Bread Pudding in half horizontally. Drop each bread pudding half into the egg and milk mixture, and make sure each side is coated. Carefully put into the hot oil and fry until brown and crispy, 3 minutes per side. Remove to a plate lined with a paper towel and season with salt and pepper, to taste, while still hot. Transfer to a serving platter and serve with the apple mustard sauce.
In a small bowl whisk together the applesauce, sour cream and mustard until well blended. Garnish with parsley, if desired.
Spray a 12 cup muffin tin with nonstick cooking spray and set aside.
Heat the canola oil in a large skillet over medium heat and saute the mushrooms. Add the sausage and stir over the heat until browned and cooked through.
In a large bowl whisk together the eggs, milk, Italian seasoning and salt and pepper. Add the cubed bread to the egg mixture and let the egg and bread mixture sit for at least 30 minutes in the refrigerator to allow the bread to absorb the liquid.
Preheat the oven to 325 degrees F.
Remove the egg mixture from the refrigerator, add the sausage and mushrooms and stir to combine. Ladle the bread pudding mixture into the muffin tins and bake until set, about 30 to 35 minutes. Remove the puddings from the muffin tins to a serving platter and serve.