1. Preheat oven to 350°F. Line baking sheet with parchment paper and lay strips of bacon flat.
2. Cook until crispy, about 20 to 25 minutes. Chop bacon into small pieces and set aside.
3. Toast mustard seeds in a dry pot over medium heat until seeds are slightly browned.
4. Add bacon, vinegar, onions, brown sugar and cane syrup to the pot containing mustard seeds. Cover, but stir occasionally to prevent burning. Cook for about 20 minutes at medium-high heat.
5. Remove pot cover and reduce to medium heat. Cook until liquid is reduced and onions are dark in color, about 50 minutes.
6. Oil grill to prepare for grilling and turn up to medium heat. Grill sausage for 12 minutes, or until sausage is heated through.
7. Place smoked sausage in hot dog bun and evenly cover with marmalade.