Place sweetbreads and brains in a medium mixing bowl; cover with cold water. Set aside to soak for 1 hour. Drain well; remove and discard membranes. Chop brains, and set aside.
Place sweetbreads and water to cover in a small Dutch oven. Bring to a boil. Reduce heat, and simmer 20 minutes. Drain well, and rinse with cold water. Cool completely. Chop; set aside.
Heat beef suet in a large Dutch oven over low heat until crisp. Remove beef suet, and discard; reserve beef suet drippings in Dutch oven.
Add kidney, heart, and liver to Dutch oven. Cook over medium heat until browned, stirring occasionally. Add sweetbreads, brains, beef broth, onion, tomatoes, hot sauce, and salt to taste. Simmer, uncovered, 1 1/2 hours or until meats are tender.