Make remoulade sauce by combining first 6 ingredients in a small bowl. Cover and refrigerate sauce until needed. Preheat your grill to medium-high. Grill the sausages 8 minutes, turning occasionally, or until cooked through. Spread the inside of each bun with remoulade sauce. Set some lettuce and tomato in each bun. Set a sausage in each bun and serve.
Options: If you like things hot and spicy, use our chili-flecked, hot Italian sausages in this recipe. If you like raw onion, sprinkle of them, chopped, on to the sausages once in the buns. For a tangier taste, instead of sweet relish, use 3 Tbsp. of chopped dill pickle in the remoulade sauce.