Grill the sausages until cooked through and golden. While the sausages are cooking start on the onions. Heat a little oil and butter in a heavy based saucepan and sauté the onions, over a medium heat, until softened. This will take about 20 minutes. Add the sugar, wine vinegar and a little salt and continue to cook for another 5 minutes.
Heat the milk with the butter. Add to the warm potatoes along with the mustard, salt and pepper. Using a potato masher or wooden spoon, mix well together. Serve with the sausages and caramelised onions.