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Making the sausages: Heat the olive oil in a saute pan over medium heat. Stab several holes in each sausage with a fork. Turn the heat down to medium-low, and add the sausages to the pan. Cook for 20 minutes, turning every 4 minutes.
Slice the baguette lengthwise and divide into four segments. Toast the baguette. Add the bocconcini slices and a sausage to each segment. Garnish generously with the giardiniera.