Chicago-Style Sausage and Peppers

Source: Susan Goff - West Town Tavern

2 tablespoons corn oil
1 large red onion, thinly sliced
2 large yellow bell peppers, cored, seeded and thinly sliced
2 large red bell peppers, cored, seeded and thinly sliced
1/4 cup Jack Daniels Sour Mash Whiskey
1/4 cup dark brown sugar, packed
1 tablespoon chopped fresh thyme
Salt and pepper to taste
8 spicy Italian sausages (4 ounces each), not hot dogs!
8 good quality hot dog buns
2 tablespoons reserved sausage grease or soft butter

Heat corn oil in large skillet and saut