In a medium bowl, fold the cream cheese and adobo sauce together until the mixture is a uniform color. Transfer to a resealable plastic bag and refrigerate until ready to use.
Heat a grill pan to medium-high heat. Add the onions, drizzling with olive oil and seasoning with salt and a few grinds of black pepper. Cook, tossing, until the slices are tender and golden on the edges, 15 to 20 minutes. Add the sausages to the grill split-side down and grill, flipping once, until cooked through and charred, 8 to 10 minutes.
To assemble the hoagies, add a split sausage to the bottom piece of each bun. Remove the cream cheese mixture from the refrigerator and cut a hole in the corner of the bag. Press the bag to squeeze equal amounts of the mixture down the center of each sausage. Top with the grilled onions, a squirt of mustard and the bun tops.