Preheat a grill or skillet over medium heat.
Grill or cook the sausages until they are well browned and cooked through, about 7-10 minutes, turning occasionally.
In a small bowl, mix the mayonnaise, ketchup, and mustard. Adjust to taste.
If using pickled cabbage or curtido, drain and set aside.
Slice the tomatoes, onions, and avocado.
Slice the hot dog buns or rolls lengthwise but not all the way through, creating a pocket for the sausage.
Spread a layer of the mayonnaise mixture on the inside of each bun.
Place the cooked sausage in each bun.
Top with pickled cabbage, sliced tomatoes, onions, avocado, and fresh cilantro.
Add hot sauce if desired and season with salt and black pepper to taste.
Enjoy your meal!