Start by grilling your sausages. This is best done at relatively low heat over a long period of time. Avoid grilling at too high a temperature as the sausages will get charred and tend to crack. 

The sausage buns are warmed in the oven, or give them a few minutes on the grill if you prefer.

Now you need to assemble your hotdog, which probably doesn't need much explanation: Place the sausage in the bun, add mustard, ketchup, and remoulade, and top it off with all the delicious things like toasted onions, pickled red onions, and pickled cucumbers.

Yum!