The following people may want to stay away: Vegans, health food nuts, or anyone with high BP or cholesterol. The rest of you may enjoy.
Step 1: Ingredients
1-2 Maui onions (or any large sweet onions)
1 Package of sausage (bratwurst, hot links and kielbasaish beef sausage used here)
1 Package of thick cut bacon
1 Stick of butter
1 Bag of hoagie rolls (If the bread isn't good enough to eat on its own, it is sub par for any type of sandwich or burger)
1 Handful of wood to use as smoke. I used mesquite (soaked in water beforehand)
Several peppers of your choice (I used home grown Scotch Bonnets, Naga Jolokias and Chihuacle Negros)
Step 2: Prep Before Grilling
Take your soaked wood and add to the fire. I have these steel trays I use to hold the chips on my propane grill. If you use charcoal you can wrap the chips in foil and make a little chimney for the smoke. You could even throw the chips straight on the charcoal too, but they don't last long. So do it just before putting the food on.
Slice the hoagie rolls and butter them up. Try to keep the rolls connected in the middle. It doesn't matter too much if they split because they usually fall apart while eating anyway.
Step 3: Grilling
Wrap the sausage with a slice of bacon, feel free to use 2 if you wish. I did for mine. Overlap the bacon so it doesn't come undone, and when you reach the end stab it with a toothpick to keep the end in. You could also tuck it in if you so desire.
Warning: Your grill WILL catch fire
Toss the sausage back on the grill to cook the bacon on low heat. Do not close the lid and walk away! Step away for a minute and you will find a roaring fire and burnt bacon. Not a happy day. Rotate the sausage every few minutes to cook the bacon all around.
When the sausage is almost done, toss the rolls on for toasting. Turn that side of the grill up to medium, and don't LET IT BURN!
Step 4: Final Prep
By now your onions should be done and remove them from heat. They should be semi transparent and very buttery.
When the roll gets all toasty remove them from the grill, and proceed to the eating stage.
Step 5: Eating
Sometimes I add one bacon wrapped sausage and a piece of kielbasa sliced down the middle. Yummm. Today I felt like 2 bacon wrapped hotlinks. I stick to just onions for my topping. Save the ketchup for plain hot dogs. Sauteed mushrooms is also an acceptable topping.