The ingredients for Glamorgan sausages include leeks, a national symbol of Wales, and Caerphilly cheese. I’ve heard that some people have problems finding Caerphilly cheese outside the UK. It is a hard, white, sharp, crumbly cheese. Wensleydale, Cheshire and Lancashire are a bit similar in character. You could try substituting one of these. Alternatively, if you are really stuck, a cheddar-style cheese will do, and possibly even feta.
Stale crusty bread is used to make the breadcrumbs. If you have to use fresh bread, slice it and toast it lightly to make it easier to prepare the crumbs. Personally, I’m not keen on using ready-prepared, shop-bought crumbs, especially the bright orange ones that are laden with all sorts of additives.