Store merguez sausages in your freezer until you're ready to use them, then thaw only as many as you need.
For thawing tips, please read Safely Defrosting Frozen Food for Maximum Flavor.
Lamb sausage is easy to roast, sauté, or grill. However, it is not only suited to whole-sausage applications. Its casing can be cut, and the sausage meat crumbled into sauces or used as a stuffing or filling as you would use conventional bulk sausage.