Etymology
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pepperoni (n.)

"beef and pork sausage seasoned with pepper," by 1904, from Italian peperone "chilli," from pepe (see pepper (n.)).

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boloney (n.)
1907, variant of bologna in the sausage sense; also see baloney.
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Bologna 

city in north-central Italy, famous during the Middle Ages for its university, 16c. for its painters, from Latin Bononia, which either represents Gaulish bona "foundation, fortress," or Boii, the name of the Gaulish people who occupied the region 4c. B.C.E. As a large type of sausage first made there, 1850, from bologna sausage (1590s). Also see baloney.

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saveloy (n.)

type of highly seasoned dried sausage, 1837, corruption of French cervelas, from Italian cervellata, from cervello "brain," from Latin cerebrum (see cerebral). So called because originally it was made of pigs' brains.

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kielbasa (n.)
1951, from Polish kiełbasa "sausage" (cognate with Russian kolbasa, Serbo-Croatian kobasica); perhaps from Turkish kulbasti, "grilled cutlet," literally "pressed on the ashes." Or perhaps, via Jewish butchers, from Hebrew kolbasar "all kinds of meat."
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banger (n.)
1650s, "anything which bangs," in any sense, agent noun from bang (v.). British English slang for "a sausage," 1919, perhaps from sense of "a bludgeon," though this is recorded only in U.S. slang. Bangster was a 17c. word for "muscular bully."
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pud (n.1)

slang for "penis," 1939 (in James Joyce), according to OED and DAS from pudding (q.v.) in the same slang sense (1719), an extended use from the original "sausage" meaning of that word.

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weenie (n.)
"frankfurter," 1906, with slang sense of "penis" following soon after, from German wienerwurst "Vienna sausage" (see wiener). Meaning "ineffectual person, effeminate young man" is slang from 1963; pejorative sense via penis shape, or perhaps from weenie in the sense of "small" (see wee).
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pudding (n.)

c. 1300, "a kind of sausage: the stomach or one of the entrails of a pig, sheep, etc., stuffed with minced meat, suet, blood, and seasoning, boiled and kept till needed," perhaps from a West Germanic stem *pud- "to swell" (source also of Old English puduc "a wen," Westphalian dialect puddek "lump, pudding," Low German pudde-wurst "black pudding," English dialectal pod "belly;" also see pudgy).

The other possibility is the traditional one [also in Middle English Compendium] that it is from Old French boudin "sausage," from Vulgar Latin *botellinus, from Latin botellus "sausage" (the proposed change of French b- to English p- presents difficulties, but compare purse (n.)).

The sense of "dish consisting of flour, milk, eggs, etc., originally boiled in a bag until semi-hard, often enriched with raisins or other fruit" had emerged by 1670, from extension to other foods boiled or steamed in a bag or sack (16c.). German pudding, French pouding, Swedish pudding, Irish putog are from English. Pudding-pie as a type of pastry, especially one with meat baked in it, is attested from 1590s.

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hot dog (n.)

also hotdog, "sausage on a split roll," c. 1890, American English, from hot (adj.) + dog (n.). Many early references are in college student publications; later popularized, but probably not coined, by cartoonist T.A. "Tad" Dorgan (1877-1929). It is said in early explanations to echo a suspicion (occasionally justified) that sausages contained dog meat.

Meaning "someone particularly skilled or excellent" (with overtones of showing off) is from 1896. Connection between the two senses, if any, is unclear. Hot dog! as an exclamation of approval was in use by 1906.

hot-dog, n. 1. One very proficient in certain things. 2. A hot sausage. 3. A hard student. 4. A conceited person. ["College Words and Phrases," in Dialect Notes, 1900]

Related: Hot-dogger; hot-dogging.

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