Wash sage, shake dry, pluck leaves from the stems. Wrap each Merguez with a slice of bacon and 2 sage leaves. Cut the sausage in half. Clean and wash the peppers and cut them into sticks.
Clean and trim the mushrooms. Put paprika, Nuremberg and mushrooms on wooden skewers. Wash and clean the zucchini, cut them in half lengthwise and hollow them out. Grill sausage, skewers and zucchini while turning for about 10 minutes.
Fill the zucchini with 1/2 each of the sausages, ketchup and mayonnaise. Sprinkle with fried onions.