Using a sharp knife, cut each sausage into thirds lengthways. Heat oil in a large frying pan, add sausages and cook for 1-2 minutes each side or until golden, remove to a plate lined with absorbent paper and cover to keep warm.
Break eggs into frying pan and cook for 2 minutes for soft, or until cooked to your liking. Season with sea salt and ground black pepper.
Using a sharp knife split rolls in half lengthways, top bases with sausages, eggs, jalapeños and HP sauce, then cover with tops, add sauce as desired, and serve immediately.