For sausages, you can use cocktail sausages. You can also use hot dogs, franks, Polish sausage, Asian wiener sausages, cubed ham, Spam(R), or bacon instead of or in addition to the small sausages. It's all fine.
For tonkatsu sauce, I recommend Bulldog(R) brand. It's fruity, sweet, and savory. Tonkatsu sauce is absolutely necessary for the success of the recipe. Please don't substitute anything for tonkatsu sauce.