Combine all the ingredients, except the cocktail sausages, in a sauce pot and mix well. Bring to a simmer over medium-low heat. Simmer for 5 minutes then remove from heat.
Heat a large non-stick skillet over high heat. Add the cocktail sausages and cook for 5 minutes, stirring often, until dark brown blister marks form. Reduce heat to low.
Pour in the BBQ sauce mixture and bring to a simmer.