Soak the skewers in water for a few minutes to prevent them from burning on the grill.
Preheat a grill pan/bbq to a medium heat.
Skewer the sausages evenly with the red onion, zucchini, mushrooms and red capsicum. To make the glaze: 1. Add 2 tablespoons BBQ onion relish, 90ml extra virgin olive oil, juice of 1 lemon, chopped thyme, salt and pepper to a medium sized bowl. Mix together.
Brush the skewers with the glaze and add to the grill/BBQ.
Cook turning occasionally for about 15 minutes. Serve in a hot dog bun with smashed avocado, BBQ glaze, rocket leaves and chopped chilli.