The most recent Cook's Illustrated has a cinnamon swirl bread article that discusses this problem. According to them, the root cause is a lack of binding between the dough and filling. Gas from the yeast, and steam generated during baking, push into the spiral, creating pressure that compresses the dough and widens the gap.
In the specific case of cinnamon bread, they recommend using powdered (confectioner's) sugar instead of granulated, and using a large amount of cinnamon. The finer sugar dissolves more easily in moisture from the bread, quickly creating a paste that is reinforced by the cornstarch and by starches in the ground cinnamon. Misting the bread before adding the filling also helps.
In order to make a sausage filling adhere to the bread, you would need a sticky, water-soluble element. Cornstarch or powdered gelatin spring to mind immediately as possibilities.
The other tactic they employ is to actually expose the filling during proofing, preventing the yeast's gas (and later, steam) from building up alongside the filling. Once the filling is rolled into the dough, the loaf is cut in half lengthwise. With the two halves laid side-by-side, cut face up (exposing the filling), they are wound around each other, folding the left piece over the right until the end is reached (this is called a "Russian braid"). The ends are pinched together, and the loaf is placed in the pan to proof. This, obviously, should help with any kind of filling, not just cinnamon sugar.
Having dough stick to your hands is not a sign of failure.
Stickiness is related to the hydration in your dough, no more and no less. A focaccia dough is going to be very sticky, and it is meant to be. Unless you knead with oil (a valid technique for sticky doughs) you will be cleaning dough off your hands, and a lot of it. At the same time, if you are making a drier dough that you know should not be sticky then it's a sign that your dough either hasn't incorporated the water, the gluten hasn't fully developed, or maybe you need a bit more flour in it. If you've been kneading 10 minutes and it's still sticky then a dusting or two might be required. If you've been very precise with your measurements (you weigh everything in grams, including the water) then this should rarely happen.
If dough on your hands bothers you then you can reserve some from the recipe and add it in as you knead it, it will keep the dough from sticking and make it easier to handle.
EDIT:
From the comments it sounds like you are reserving flour and only adding it after you let it autolyse. This isn't ideal, what will happen is that the yeast will operate on the water and gluten available, and the flour will soak up the rest meaning the available moisture is gone. Adding flour after you autolyse means it won't get incorporated. Add all the flour before you autolyse and don't add any after, except maybe a very small amount for dusting. I'd suggest if its still sticky try giving it a longer resting period or knead with oil instead.
You are also kneading before you autolyse, which is also not recommended, the right way to do it is to mix your ingredients until incorporated, then rest, then knead. If you knead it before you toughen it up too much.
Best Answer
It's typically a problem with large pockets of air in the dough before you bake it.
For the cinnamon swirl bread, try to make sure that you're not getting air trapped when rolling it.
For other loaves, you want to make sure to punch it down well after the first rise, and make sure you aren't trapping air in it if you're doing a stretch and fold when shaping it.