Drop the onions into lightly salted boiling water for 1 minute; drain. Place the onions in a bowl with the pepper, cumin, garlic, salt, vinegar, and orange zest; add just enough water to cover. Refrigerate until the onions are bright pink, about 3 hours. Drain before serving.
Note: The sausages can be grilled or broiled earlier on the day of the party. Slice them into bite-size pieces (which makes knives unnecessary) and reheat them in foil in the oven before serving with the onions and an assortment of gutsy, grainy mustards.