Make the sausage: Combine the vegetable oil and annatto seeds in a very small pan and set over high heat. Tip the pan so the oil and seeds collect at one side and the oil more or less submerges the seeds. Cook until the oil looks bright red, 1 to 2 minutes. Let cool in the pan, then strain, discarding the seeds.
Combine the remaining sausage ingredients in a large bowl, add the annatto oil and mix with your hands just until the ingredients are well distributed. (Overmix and your sausage will be tough.) Let the mixture sit for at least 1 hour or keep in the fridge for up to 24 hours.
Make the sliders: Preheat the oven to 350 degrees F. Using about 1/4 cup of the sausage mixture for each, form twelve 1/2-inch-thick round patties.
Arrange the rolls cut-sides up in one layer on a baking sheet and toast in the oven until the cut sides are light golden and the insides are still soft, about 2 minutes. Meanwhile, heat 1 tablespoon vegetable oil in a large ovenproof skillet over medium heat until it shimmers. Add 6 of the patties and cook, flipping once, until they?re brown on both sides, about 2 minutes per side. Remove to a plate. Repeat with the remaining 1 tablespoon vegetable oil and remaining 6 patties. Return all of the browned patties to the skillet, then transfer the skillet to the oven and bake until the sausage is cooked through, about 3 minutes.
Spread as much garlic mayo as you like on both the roll tops and bottoms. Top with the sausage patties. Put as much as you want of the pickled shallots on the patties. Cover with the roll tops and eat.
Combine 2 cups unseasoned rice vinegar, 1/4 cup Asian chili oil, 2 tablespoons sugar and 1 tablespoon each kosher salt and ground toasted coriander seeds in a bowl and stir to dissolve. Combine 10 ounces large shallots (sliced into 1/4-inch-thick rounds) and one 2-inch knob peeled ginger (cut into matchsticks) in a tall container and pour in the vinegar mixture. Let sit for a few hours at room temperature, stirring once. Eat while they?re crunchy, or even better, keep them covered in the fridge for at least 24 hours or up to 1 month. Makes about 1 quart.
Combine 1 cup mayonnaise, 2 tablespoons distilled white vinegar, 1 teaspoon garlic powder and 1/2 teaspoon finely ground black pepper and stir well. The garlic mayonnaise keeps in an airtight container in the fridge for up to a week.