If you do not have parchment paper, aluminum foil and a spray of cooking spray will work. Also you can use a bare cooking sheet, but you may have quite a lot of scrubbing to do afterwards. Make sure to oil the pan slightly if you are using aluminum foil or no cover at all.
If you buy the sausage that is in a log shape, simply remove the plastic wrapping and cut into slices for perfectly round sausage patties.It is fine to bake your sausage with another dish you are cooking in the oven (like a breakfast casserole).
If you do not have a meat thermometer, I recommend getting one. You can find one in the cooking section of your local store or at any cooking store. Also available online through all kinds of outlets. I have some that I recommend in the Resources section of my website if you need a recommendation.
The higher quality sausage you purchase, the less fat it will have. The fat cooks off and you are left with meat that you are eating. Since I like to eat most of the meat I buy, I usually opt for the more expensive sausage because ultimately, I am paying for the meat to eat and not just grease that I will pour off and discard.