Make the stuffing: set a skillet over moderately high heat and heat until hot. Add sausage, crumbled, and cook, stirring occasionally, for 5 minutes, or until golden brown. Transfer to a plate lined with paper towel and let drain. Over an open flame or in a hot, dry skillet set over moderately high heat, toast the Papads for 1 minute, or until crisp and lightly browned. Let cool for 2 minutes and crumble until they resemble oatmeal. In a bowl, combine sausage, Papads, egg, bread crumbs, nutmeg, salt and pepper and work together to form a slightly wet mass that holds its shape. Smooth out the skin of each thigh and create a pocket. Stuff each thigh between skin and meat with Papad mixture. Dredge thighs in seasoned flour, shaking off excess. Season with cayenne, salt and pepper. In a deep fryer or heavy skillet, heat oil to 370 degrees. Add thighs and cook, turning occasionally for 8 to 10 minutes, or until golden brown and cooked through. Transfer to a plate lined with paper towels to drain.
Suggested drink: Scharffenberger Blanc de Blancs, 1989