Do a tour of butchers’ sausages. Every butcher seems to have their own ‘mix’ for their own sausages, alongside all the usual standard flavours of sausage.
My gut tells me a lot of ‘fiery’ stuff in this context is likely to be an excess of black pepper, in the sausage context. Possibly other spices too. But chilli in sausages/sausagemeat is not especially common.
Ah - more topics that will always cause an argument. 
A good sausage roll needs no sauce at all. But, as you say, there are some where it may be, shall we say… expedient.
