Preheat the oven to 375 degrees F (190 degrees C).
Place cabbage, onion, and oil in a large bowl; toss until well combined. Season with salt and pepper.
Spread cabbage onto a baking sheet in an even layer. Distribute sausage and pierogies evenly over cabbage. Season with paprika and Cajun seasoning.
Bake in the preheated oven for 20 minutes. Remove from the oven and carefully toss ingredients. Return to the oven and bake until sausage begins to brown, 20 to 30 minutes more.
Whisk together red wine vinegar, whole grain mustard, and honey together in a small bowl; drizzle over contents of the sheet pan before serving.
Garnish with fresh parsley and dill. Serve with sour cream.
