Preheat the oven to 375 degrees F and line a baking sheet with parchment paper. In a small bowl, whisk together the egg and the cream and set aside.
Lightly dust a work surface with flour. Divide the bread dough into 16 equal portions. Roll out each portion to 1/4-inch thick. Spread 1 tablespoon of the marmalade in the center of each piece of dough. Place a link of boudin on 1/3 of the dough. Paint the edges of the dough with the reserved egg wash and carefully roll the dough and sausage up together, like rolling up a rug. Make sure the sausage is covered completely. Tuck the ends of the dough in and place the sausage packages on the prepared baking sheet, seam side down. Cover the dough with plastic wrap and place in a warm, draft-free area. Let the dough rise until double in size, about 30 minutes.
Brush the remaining egg mixture on the tops and sides of the sausages and sprinkle with Essence. Bake until golden brown, about 30 minutes. Transfer the sausages to a cooling rack and cool slightly. Serve hot, drizzled with Creole mustard, if desired.
In a small bowl, add the yeast to the warm water and sprinkle with 1 pinch of sugar. Let mixture stand for 10 minutes, until the yeast is foamy. In a large bowl combine the remaining sugar, the flour, and salt. Stir to combine. Using your fingers or a fork, mix the butter pieces into the flour mixture until it resembles coarse "pea-sized" crumbs.
Add the yeast mixture, the warm milk and 1/2 cup olive oil to the flour mixture. Continue mixing until all the ingredients come together to form a soft dough. If the mixture is too wet, add 1/4 cup more flour and continue to mix until the dough comes together. Turn the dough out onto a lightly floured surface and knead for 3 to 5 minutes, until the dough is smooth and elastic. You may need to continue to add a light dusting of flour to your work surface to keep the dough from sticking. (This dough is very soft.)
Grease a large bowl with the remaining 2 teaspoons of olive oil and place the dough in the bowl, turning to coat with the oil. Cover the bowl with a clean kitchen towel or plastic wrap and set in a warm place free from drafts for 1 hour, or until the dough has doubled in size.
Punch the dough down in the center and pour it out onto a lightly floured surface. Divide the dough into 16 equal portions, about 2 ounces each.
Saute the onions in hot oil in a skillet over medium-high heat with the salt, pepper, and cayenne. Cook, stirring often, for about 7 to 8 minutes, or until the onions are golden. Add the sugar and cook for 1 to 2 minutes, stirring constantly. Add the vinegar and thyme and cook for 1 minute. Remove from the heat, cool, and serve. Can be stored in an airtight container in the refrigerator for up to 1 week.
Combine all ingredients thoroughly and store in an airtight jar or container.
Recipe from New New Orleans Cooking by Emeril Lagasse and Jessie Tirsch, Published by William and Morrow, 1993.