To make the sauce, combine the mustard, mayonnaise and Worcestershire sauce in a small bowl. Add Tabasco to taste. Set aside.
Preheat the oven to 350 degrees F. (This step can be skipped if toasting the bread on the grill).
Warm the French bread for 10 minutes.
Place sausage links in a heavy skillet. Add water to cover sausage and simmer until sausage is gray throughout (about 10 to 15 minutes.) Grill sausages for 15 minutes over medium heat, turning the links so they brown evenly.
Slice the bread in half lengthwise and spread generously with mustard-mayonnaise sauce on both sides. On one side, heap the shredded lettuce and lay over it the pickle slices, onion, and tomato. Place split hot sausage on top, and close up the sandwich as best you can.