Fire up your grill for direct cooking.
Meanwhile, melt the butter in a large skillet over medium heat.
Add the onions and toss to coat in the butter. Season well with salt and pepper.
Saute the onions for 10 minutes or until they start to brown and have softened.
Add the beer and continue to saute for another 20-25 minutes or until the beer is mostly gone, stirring often. Remove from heat.
Grill the sausage until done. Cut it into thirds, then cut each third horizontally, leaving you with 12 slices of sausage.
Toast the buns on the grill if desired.
Slather one side of each bun with mayonnaise. Slather the other with mustard.
Add the sausage slices to the bun bottoms.
Top with the cheese and the onion mixture. Add pickles and serve.