Method

1. Make the jalapeño relish. Heat the olive oil in a large heavy sauté pan over medium-high heat and sauté the peppers, onions, garlic, and pickles stirring often, until soft, about 10 minutes. Add the sugar, salt, and a small pinch of pepper and sauté for another 5 minutes. Remove from the heat, transfer to a bowl, and allow to cool to room temperature. Clean and dry the pan.
2. Make the roasted onion marmalade. Heat the olive oil in the pan over medium heat and add the onions. Sauté for 15 minutes, stirring frequently, until golden brown and soft. Add the tomato sauce and sugar and cook, stirring often, until reduced to marmalade consistency, about 20 minutes. Season to taste with a pinch each of salt and pepper. Transfer to a bowl and allow to cool. Clean and dry the pan.
3. Make the red bell pepper ketchup. Heat the olive oil in the pan over medium heat and add the peppers and garlic. Sauté, stirring often, until soft, about 10 minutes. Add the sugar and vinegar and cook 15 minutes, or until the vinegar has reduced and the mixture is thick. Add the tomato sauce and the bell pepper purée and cook, stirring often, for another 10 minutes. Season to taste with a small pinch each of salt and pepper. Remove from the heat and purée in a blender until very smooth, about 1 minute.
4. Grill sausages over medium-high heat until cooked through, turning several times to sear the outside evenly, about 3 minutes. Place each sausage on a bun or serve on a platter. Set up the garnishes for guests to help themselves.