Soak wooden skewers in water for at least 30 minutes before assembling. While skewers soak, cut chicken sausage links into 1-inch pieces and prep all vegetables by cutting peppers and onions into 1-inch chunks. Pat mushrooms dry with paper towels to remove excess moisture for better browning.
In a small bowl, whisk together smoked paprika, garlic powder, onion powder, cayenne, black pepper, and sea salt. Add 3 tablespoons olive oil, balsamic vinegar, and Dijon mustard to create a coating paste. Stir until smooth and adjust seasonings to match your heat preference and tailgate style.
Thread sausage pieces, bell peppers, onions, and mushrooms onto soaked skewers in alternating pattern. Make sure pieces are snug but not crushed—this prevents rolling during grilling. Lay assembled skewers on a large platter or cutting board.
Generously brush the seasoning mixture over all sides of each skewer using a pastry brush. Coat vegetables and meat thoroughly, reserving extra paste for mid-grill basting. Grill the smoky tailgate grilled sausage skewers over medium-high heat for 12-15 minutes, turning every 3-4 minutes for even cooking and beautiful char marks.
Watch for caramelized edges and cooked-through sausage showing no pink inside when cut. The vegetables should have soft interiors with slightly charred outsides. Remove skewers from grill and let rest 2-3 minutes before serving to retain juices.