For the red onion sauce: Heat a medium skillet over medium heat with the canola oil. Add the onions, sprinkle with salt and pepper and saute until softened and translucent, about 8 minutes. Add the ketchup, hot sauce, cinnamon and 1/4 cup water and simmer until the liquid is half reduced, about 10 minutes more.
For the turkey kielbasa: Oil a grill pan over medium heat and add the kielbasa. Brown on all sides, 5 to 8 minutes, and remove from the heat. Serve the kielbasa on hot dog rolls topped with the sauerkraut, red onion sauce and yellow mustard.