Preheat grill to mediumlow. Push a metal skewer through onion rings horizontally.
Mist onion rings with nonstick cooking spray; season with salt and pepper. Grill for 20 minutes, turning often, until tender. Remove from grill, cut each ring in half and separate. Set aside.
Grill sausages, turning often, until a meat thermometer registers 170°F when stuck into thickest part, 20 minutes. Serve in buns with onions and pepper compote.