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First, make the chimichurri. Combine the ingredients in a bowl with ½ tsp salt and set aside. Will keep for up to one day in the fridge. To save on chopping time, you can also blitz the ingredients together in a small food processor until combined but not smooth.
Heat the grill to medium-high, or light a barbecue and wait until the flames have died down. Put the sausages on a foil-lined tray and grill for 12-15 mins, or cook on the barbecue until sizzling and cooked, turning halfway through.
Meanwhile, heat the oil in a frying pan and fry the shallots for 10-15 mins until soft and starting to brown. Stir in the vinegar and honey and cook for a few minutes more until sticky.
Warm the hot dog buns under the grill, on a griddle pan or the barbecue, and cut the cooked sausages in half lengthways, if you’ve used short cooking sausages. Stuff the buns with the sausages, then top with a big spoonful of chimichurri, some chopped tomato, the crumbled feta, some chilli slices, a few coriander leaves and the sticky shallots.