Claire, where we grew up toad in the hole was exactly that, an egg cooked in the center of a piece of bread.
Have never had the UK version, but am thinking about trying it. It sounds interesting.
As far as Yorkshire pud goes, I have a feeling too many people think it is difficult.
It is only a simple batter, like one would make for crepes, tossed into very hot muffin tins with a bit of hot, melted beef fat on the bottom.
Nothing could be simpler.
Am not a baking person, but even I can make this.