Setup grill for 2 zone grilling and light. Allow about 15 minutes to preheat to about 350°F.
Prepare the sausages and shrimp. Butterfly sausages by cutting lengthwise, but not all the way through. Skewer the shrimp and season with your favorite seasoning.
Place sausages on an indirect area of the grill. With the lid closed, allow the sausages to cook for about 4 minutes. Flip the sausages and cook for another 4 minutes.
While the sausages cook, split the loaf of bread and brush with mayonnaise.
At this point, the sausages should be heated through to 160°F internally. Move sausages to a direct area of the grill. Moving and flipping the sausages often, grill them to your desired level of char or doneness. Remove the sausages from the grill.
Place the shrimp skewers on the grill. Flipping frequently, grill the shrimp until it is pink and opaque. Remove from the grill.
Place the rolls on the grill over direct heat to warm and toast to your desired doneness. Remove from the grill.
Build your sandwiches. Smear the bottom of each roll with pimento cheese. Layer the sausage, shrimp, Secret Sauce, and slaw and the top half of the roll.
Serve and enjoy.
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