For the mustard: In a medium saucepan add 1/2 to 1 cup water, the vinegar, mustard seeds and garlic. Bring to a boil and reduce the heat to a simmer. Cook at a simmer for 30 minutes.
Remove the saucepan from the heat and, while still hot, mix in the whole-grain mustard, honey, mustard, horseradish, sugar, salt and cayenne. Refrigerate until cool.
For the boudin: Heat a grill pan or heavy-bottomed skillet set over high heat. Brush the pan with the oil and add the boudin. Cook, turning occasionally, until crispy and golden, 10 to 12 minutes. Serve with the Creole mustard and some crackers.
For a smooth mustard, blend in a food processor before serving. This recipe yields about 4 cups of mustard. Store any leftovers in an airtight container in the refrigerator and use on sandwiches, hot dogs or other dishes.