In Catania the sausage in this panino is horse, and that fact governs everything around it. Salsiccia di cavallo is a coarse-ground horse-meat sausage, lean and dark and faintly sweet in a way pork sausage is not, seasoned with little more than salt, pepper, and sometimes a thread of red wine. It is cooked over wood or charcoal at the city's stalls until the casing chars and splits, then laid hot into bread. The defining thing is that the meat carries almost no fat of its own, so the grill and the bread have to do work that pork would do by itself: the char supplies the richness the lean meat lacks, and the bread soaks the little fat there is rather than being flooded by it.
The craft is heat against a lean meat that punishes mistakes. Cooked too long, horse sausage goes from tender to dry in the space of a minute, so it is pulled while the inside is still moist and the outside is just blistered. The casing matters here, charred enough to give a snap that the soft interior plays against. The bread is a plain crusted roll, split and often passed briefly over the same fire so its cut face firms and takes a little smoke. Nothing sweet or saucy is added, because the meat's own faint sweetness is the note being protected; at most a turn of pepper and the smoke off the coals. It is eaten standing, the moment it comes off the grill, while the casing still cracks.
The variations are mostly about the fire and what sits beside the sausage rather than departures from it. There is the version split and dressed only with salt and oil, the one finished with grilled onion, and the related Catanese street plates of grilled horse cuts that share the same coals. The wider field of southern grilled-sausage panini, salsiccia the Neapolitan way among them, follows its own logic and those deserve their own articles rather than being crowded in here.