In a medium bowl combine mayonnaise, vinegar, salt, pepper, mustard, sugar, garlic, and horseradish. Mix until well blended. Place into the refrigerator until ready to use.
Heat 2 tablespoons of olive oil in a medium sauté pan over medium-high heat. Add the onion and sauté for about 4 minutes or until soft. Add an additional tablespoon of oil and add the drained sauerkraut to the skillet. Sauté for about 3 minutes or until the sauerkraut starts to brown. Season with salt and pepper and remove from heat.
Slice the smoked sausage into 3 pieces and cut in half lengthwise. Lightly grease the grill grates and heat the outdoor grill to medium-high heat. Add the smoked sausage and grill for about 3 minutes per side or until nicely marked.
Place a slice of swiss cheese onto each roll, add 2 grilled clouds of smoke sausage halves, top with some of the onion and sauerkraut mixture, and some white bbq sauce.