Put your sausages – either hot dogs, knockwurst, bratwurst – in a frying pan with a half inch of water and a dollop of butter. Heat the water to boiling and slap on a lid. Once you hear the sizzle and the water is gone, remove the lid and lower the heat to medium low. Now, shake the pan and let the hot dog roll in the oil, and let the outside get good and brown. You’re looking for the skin to blister but not burst.
I prefer Hebrew National Knockwurst for this, even though they’re super high in fat. Not something for daily consumption.
If you’re making italian sausage, you can do basically the same thing, except you might want to use wine instead of water.