In a cast-iron Dutch oven, melt some butter. Add the sliced onions and peppers to the melted butter and season with kosher salt and black pepper. Cook until starting to brown. Remove the Dutch oven from the grill.
Sear the smoked venison sausages over super-hot coals. When seared, sliced the sausages open lengthwise.
Slice open the sesame buns and apply a layer of butter. Broil until the buttered buns start to brown.
Stack the hog dog in the following order, a smear of mustard, a venison sausage, several pieces of pickled okra, a heap of pepper and onions, and two slices of provolone cheese. Place this under the broiler until the cheese is browning and bubbling.