1. Blend and chill the cream cheese: In a medium bowl fold the cream cheese and adobo sauce until a uniform color. Add to a seal-able plastic bag and refrigerate until ready to use.
2. Grill the onions and sausages: Preheat the grill to medium high heat. In a grill pan add the onions, drizzle with olive oil and season with a pinch of salt and a few grinds of pepper. Cook while tossing until the slices are tender and golden on the edges, about 15-20 minutes. Add the sausage directly to the grill, split side down and grill, flipping once until cooked through and charred, about 8-10 minutes.
3. Build the dog: Add the sausages to each bun, split side up. Remove the cheese from the refrigerator and cut a hole in the corner of the bag. Press the bag to squeeze equal amounts of the cream cheese into the center of each sausage. Top with onions and a squirt of mustard.