Wash potatoes. Place the olive oil into a 1 gallon plastic food saver bag and add the fingerling potatoes. Coat the potatoes with the olive oil and place them on a baking sheet lined with aluminum foil. Roast the potatoes in 450°F oven for 15-20 minutes, until tender when pierced with a fork.
Place a large, heavy, non-stick skillet over high heat; add the sausage and onions and cook, breaking it up with a spoon into small pieces until the sausage is fully cooked and the onions are tender.
Add the butter to the pan and let it melt. Sprinkle the flour over the pan and stir until it is blended into the meat mixture.
Gradually add the milk, stirring constantly until the gravy begins to thicken. Reduce heat to medium and cook for 5 minutes, stirring often.
Stir in the sour cream and cook until gravy returns to simmer. Season with salt, pepper, and hot sauce, if desired.
Spread ½ cup of the gravy on the bottom of a 10 inch pie plate or casserole dish. Slice the pink fingerlings into ¼ inch slices (the long way) and lay them over the gravy to form a bottom layer. Spread one cup of gravy on top.
Slice the purple fingerling potatoes in a similar way and lay them on top of the gravy to form the next layer. Cover this layer with 1 cup of the gravy.
Slice the white fingerling potatoes in half length-wise, and lay them on top of the gravy like the spokes of a wheel, skin side up. Spread the remaining gravy over the top.
Sprinkle the grated cheddar cheese over the top of the pie.
Bake at 350°F for 30 minutes until the pie is bubbling and the cheese on top has browned. (You may use the broiler for 2-3 minutes to brown the cheese.)
Let the pie rest for 5-10 minutes before cutting. Serve hot.