Prepare a charcoal grill with a single layer of hot coals.
Meanwhile, whisk the mayonnaise, mustards, sour cream and salt together in a small bowl. Set aside at room temperature.
Grill the sausages until they are evenly browned on the outside and cooked on the inside (times will vary depending on sausage size).
Place each sausage in a roll and serve with the mustard mayonnaise.