Preheat a gas grill to medium-high (or ignite a batch of charcoal and arrange them in a charcoal grill) and lightly grease the grill grate with nonstick cooking spray.
Grill the sausages, turning occasionally, until marked and cooked through, 10 to 12 minutes. Reserve warm.
While the sausages are cooking, place the potatoes into a medium pot and cover with cold water. Salt the water liberally and place the pot over high heat. Bring the water up to a boil, reduce the heat to medium, and boil the potatoes until fork tender, 12 to 15 minutes.
While the potatoes are boiling, in a large bowl whisk together the olive oil, mustards, shallot, garlic, dill and vinegar. Season with salt and pepper and reserve.
When the potatoes are tender, drain them well in a colander and let them cool for a few minutes until they're cool enough to handle (they still need to be hot). Slice the potatoes and add them to the bowl with the dressing. Gently toss the salad to coat the potatoes in the dressing.
Serve the cooked sausages with the potato salad and additional whole grain mustard for dipping.