First, cook the sausage. Use a sharp knife to poke a few holes in it so that it doesn't burst. Grill in a pan over medium high heat until it is nicely browned and cooked all the way through, 10 to 15 minutes. Set aside while you prepare the soup.
Shuck the corn and cut the kernels off the cob. Sauté in butter over medium heat until just tender, three to five minutes. Then, put corn into your food processor; and wipe out the pan. Finely chop the onion. Heat olive oil over medium heat and add onions. Season with sea salt and pepper. Sauté until tender and just beginning to brown. Add to the food processor with a cup of milk and purée until smooth. If you like a thinner soup, add a bit more milk. Pour soup into a small pot to warm over low heat. Finely dice one or two pickled peppers. Cut sausage into rounds and crumble it roughly. Once the soup is warm, check the seasoning and divide between two bowls. Top with sausage crumbles and peppers.