See, the "sausages" on the left are the rice rolls. When you order it, they take a piece of that rice roll, slice it open, and then put the sausage in. They also add other stuff like cabbages, pickles, etc. (but they aren't seen in the picture)
This can be found in a lot of night markets here in Taiwan - I've had it in Shilin night market, Shida night market, and Gongguan night market. It only costs 50NT (~PhP 75) and it's really filling.
A tip to fully enjoy night markets is to go with your friends. You can buy a variety of food, and then each have a bite or two (or more!) of everything. That way, you can taste a lot of delicious (and sometimes unhealthy) food! Plus, since you'll be walking around the market anyway, you don't have to worry about all that calories you're taking in. Just keep walking until you feel like you've burned all that you've eaten. Hee!