I make these often. I do better when I do leaner protein with limited amounts of starches and grains due to allergies (man I miss potatoes!). Anyway, I find that things go together better when the whites are mostly dry after pealing. I make my own sausage, usually from chicken so I roll it out (when very cold) between two sheets of cling film. This makes the process easier. I then gently roll the film back and wrap the egg. Gently put it to a ball shape and then chill again. I typically bake mine and leave off the bread crumbs, but if you still want to bake them, mix a little oil with the bread crumbs before you roll them and they brown nicely.
If you are looking to make one with the yolk runny (they fall in the OMG tasty category at this point), I would by-pass soft boiling the eggs and trying to peal them and just poach the egg and stop them cooking in ice water. Then cover (gently) with the sausage. Served hot with mustard or hollandaise sauce and you have a seriously tasty breakfast.