I take it this is a southern specialty?
The only thing I can find about sock sausages (from Google) is this rather oblique reference:
"Doug Freeman of Cadiz, Kentucky, was the king of sock sausage, which is another name for a loose grind of pork and sage and red pepper packed into muslin bags and hung over a smoldering fire of sassafras and hickory. When he quit making it a few years back, Tyler Brown, chef at the Hermitage Hotel in Nashville, took up the cause."
Can anyone expound on that, or enlighten me further?