Thoroughly cook the sausages, turning frequently, under a medium grill until no longer pink in the centre, about 25 minutes. Remove from the heat and cut each sausage into four pieces; set aside.
Whilst the sausages cook, sauté the onions and bacon in a saucepan till the onions are golden and tender, about 6 to 8 minutes. Add the peppers and garlic and cook for a few more minutes. Add the tomatoes, baked beans, ketchup, Worcester sauce and season. Pour in enough water to loosen everything, about 100 to 150ml and give a good stir. Bring to the boil then reduce the heat and simmer to heat everything through.
Add the kidney beans, mushrooms and the sausages then simmer for 5 to 10 minutes to make sure the flavours come through and to allow the sauce to thicken. Alternatively leave covered in a low oven for up to an hour (may need extra liquid).