It's not that hard.
I usually just boil the sausages in a pan with water.
Using oils can get really messy and potentially painful.
Doesn't take long to get 'em nice and crisp.
Meanwhile, just saute some onions and peppers in a small pan or pot with whatever seasoning you like. Personally I like salt, pepper, cayenne and a little bit of ginger.
Then just put it on a bun.
I usually stack the sides with the veggies and just run a line of spicy mustard down the middle but you do you.