Heat skillet over medium-high heat with EVOO, 2 turns of the pan. Add cabbage, onions, apples and season with caraway seeds and Montreal Seasoning or salt and pepper. Cook, stirring frequently, until wilted. Then add brown sugar and beer or cider, reduce heat and simmer 30 minutes, stirring occasionally.
When cabbage is ready, heat griddle or grill pan to medium-high heat. Split the wursts lengthwise and open them like a book, then grill them to crisp on both sides.
Heat broiler and arrange the rolls on a baking sheet. Cover them with mustard and cheese, then broil to melt cheese.
Stir together sour cream, relish and ketchup and season sauce with salt and pepper.