My research(basically wikipedia) shows that natural sausage casing is made from a layer from the intestines of animals such as sheep and cows. The alternative to natural casings are artificial casings. The most common edible kind is the collagen casing, typically made from animal hides. This isn't vegetarian either. The remaining kinds, cellulose and plastic, aren't edible and are usually removed to form skinless franks.
Are there alternatives in the market? Is it possible to produce a substitute casing at home using skins from vegetables or fruits(like the peeled off skin of an apple, given that it can be reshaped)?
I all do honesty, I'm not even sure what properties a proper sausage casing should exhibit. I don't know if they should be water proof or how they should react to heat.
Edit
I didn't take into account that different properties in the sausage casing are desired based on the cooking method. I prefer a sausage casing that I could par-cook/poach franks in. I was looking to adapting a recipe for beef franks to use lamb instead as well as attempting to create a vegetarian mix to see if I could make a reasonable facsimile to a real hotdog.
I don't want this question to be localized, so I'll leave my specific reasons for wanting a vegetarian casing aside, however it would be useful to those who have dietary certain restrictions (like only eating halal meats or if one in a vegetarian or vegan) to make sausages at home instead of purchasing them in stores.