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I chopped up the pepper and stuck it in the pan with the sausages to get all caramelised and when they were looking nice stuck them in the blender with a wodge of the stilton and a bit of boiling water to thin it out. After completing the rest of the breakfast and getting it on a plate I dumped the sauce in the frying pan for a few seconds to heat through (though the pan was pretty hot so quite a bit stuck to the bottom) and poured it over my sausages.
I had fully expected this to be quite quite wrong - but somehow it wasn't. It was like a dreamy tangy ketchup and very tasty indeed, contrasting beautifully with the sausage and giving the eggs a nice lift. I wanted more of it to soak into the bread but alas there was only just enough.