saucer cheesecakes were simply cheesecakes baked on saucers - there are saucer pies and tarts too. In the old days people didnt have so many cooking pans as we have now, so they used whatever they had, and saucers were useful to use up small amounts of pastry. I am not sure if it is a particularly northern England expression.
and then she later replied with this:
I was just researching an article on puddings for a bakery magazine, and found this, in Cassell's Shilling Cookery (an English cookbook) from 1888