Cut sausages into 2.5 centimetre pieces. Place them in a large, deep frying pan and add wine. Note, you may have to work in two batches depending on the size of your pan. Bring wine to a boil, then reduce heat and let simmer uncovered for 20 minutes, stirring occasionally.
Prepare the dipping sauce while the sausages are cooking by combining all ingredients in a bowl. Cover and refrigerate until ready to serve.
Remove sausages with a slotted spoon and place on a baking tray. Grill on high until the sausages are browned, turning halfway through cooking.