Occasionally it can happen to the best of us that Scotch eggs fall apart. Ensure to have enough sausage around the egg (at least 1/4 inch thick) because sausage can shrink during cooking, causing the egg to show. Also, roll them between your palms, squeezing out the air between the egg and meat and sealing the edges. But don't throw those "ugly" ones away - use them to make fantastic sandwiches!