Remove the skin from the merguez, work the meat with a fork to loosen the texture, add the cinnamon. Peel the apple and cut into small cubes. Juice and zest the orange, combine with the apples then the merguez meat. Shape mixture into ovals 8 cm (3¼ inch) long, roll them in the caul fat. Refrigerate for 24 hours before cooking.
Cook them over gentle heat for 10 minutes.