For the coleslaw, in a medium bowl, mix in your three color coleslaw, buttermilk, mayo, apple cider vinegar, celery seeds and salt and pepper to taste for seasoning. Stir until all ingredients are evenly combined and set aside.
Heat a large skillet or a flat top to medium high heat and coat with oil. Add the sausages and sear all sides, for 1 to 2 minutes per side. Add a little bit of water and cover with a cloche to cook the sausages all the way through, for about 8 minutes. Remove from the heat and set aside to rest for a few minutes before slicing into bite sized slices.
Put mayo on one side of each slice of your bread and toast on the skillet or flat top over medium heat until lightly toasted, then add 1 slice of cheddar cheese to each slice of bread and toast for a few more minutes to melt the cheese.
While you let the cheese melt, return your sliced sausage onto the skillet or flat top over medium heat and add your BBQ sauce to the sausages and cook for a few more minutes. Remove from the heat and set aside.
Once the cheese is melted, remove the bread from the heat and begin to build your sandwiches. Add your coleslaw to the bottom slice, followed by your BBQ sausage and top with another slice of bread. Enjoy!