Preheat an outdoor grill or griddle pan to medium-high heat. In a medium skillet, bring 1 inch of water to a boil. Add the sausages and parboil on the grill or over medium heat to heat through, 6 to 8 minutes. Dress with a little oil, place on the grill or griddle pan and crisp up the casings, 3 to 4 minutes.
Meanwhile, in a skillet, heat 3 tablespoons oil, 3 turns of the pan, on the grill or over medium-high heat. Add the celery, onion, cubanelle pepper and garlic; season with salt and pepper. Cook, stirring frequently, until tender, 5 to 6 minutes. Add the flour and stir for a couple of minutes. Add the thyme and beer and stir for 30 seconds to evaporate. Stir in the tomato paste. Add the stock, worcestershire and hot sauce and bring to a bubble; lower the heat to low.
Serve the andouille on the baguette (or other rolls) and top with the sauce and scallions. Ooh oui, cherie! Thats a dawg!