A North-African lamb sausage flavored with the spicy pepper spread harissa, merguez is delicious in sandwiches like these (fresh Mexican chorizo or another spicy sausage will also work well in this recipe).
In a large skillet, heat the olive oil. Add the onions, season with salt and cook over moderately high heat, stirring, for 5 minutes. Reduce the heat to moderate and cook, stirring occasionally, until the onions are softened, about 10 minutes. Stir in the honey and balsamic vinegar and cook over low heat, stirring occasionally, until richly caramelized, about 10 minutes. Season with salt and pepper.
Light a grill. Grill the sausages over moderate heat, turning occasionally, until nicely charred and cooked through, about 15 minutes.
Set a sausage in each piece of baguette. Top with the caramelized onions and a few cilantro sprigs and close the sandwiches. Transfer to plates and serve. Garnish with the lemon wedges.