Cook sausages in a medium size skillet over medium-high heat until browned and cooked through, about 10 to 12 minutes.
In a separate saute pan, heat oil over medium-high heat. Add onion and peppers stir-fry mix and salt and pepper. Cook until softened, about 4 to 5 minutes.
In a small bowl whisk together mustard, brown sugar, vinegar, and hot sauce.
For assembly, generously spread mustard on each side of the hot dog buns. Place a sausage in each bun and top with onion and pepper mixture.