"A high-brow is someone who looks at a sausage and thinks of Picasso." A.P. Herbert
One would think sausage cooking would be easy. Everybody does it. But the fact is that most grilled sausages end up burnt and dry, and if you don't watch out, you can dehydrate sausages on the smoker easily. But grilling and smoking sausages is easy if you know a few tricks. Remember, ground meat is riskier for bacteria than whole muscle meat, so it must be cooked to 160°F for safety, but no higher for the sake of juiciness. To understand why, read my article on food safety. An instant read thermometer is essential for safety and quality. Insert the probe through the end.
The goal is snappy casings that are dark brown and juicy interiors. This can be tricky because sausages are high in fat and the fat drips causing flareups. The solution is, as usual, 2-zone cooking. You want to start them on the indirect side. But because they are not very thick, because we want to crisp the skins, yet we need to cook them all the way to 160°F, we cook at Warp 10 on the indirect side, lid closed. That means give 'er all she's got, Scottie. On most grills that means they'll be in the 400°F range on the indirect side. Cooking indirect will prevent flareups and burning. If you want a smoky flavor, throw some wood on the direct heat. If you want them just a bit darker, you can reverse sear and put them over direct heat for a few minutes.
Another technique is to cook over the direct heat all the way, but keep the heat low, and stand there and watch for flareups. Have a safe zone to move them to if things get out of control.
To keep the skins from bursting open, 2 or 3 tiny needle pricks will allow the pressure to escape. Yes, some juices will escape too, but not enough to dry them out, not as many as when the casings split. But don't poke them a lot in order to drain the fat! If you are concerned about the calories, grill a carrot.
Cased sausages are usually curved. Bend them gently to try and straighten them. Lay them on the grill between the rungs of the grate not across the rungs. I know this seems weird, but if you lay them between the rungs, you can roll them from rung to rung, making a 1/4 turn each roll, and get each side nice and dark brown with some dark grill marks, and you won't burn them. The stripes will look goofy running lengthwise, but nobody will argue with the results.
There are darn few sausages that don't benefit from a little extra complexity from smoke. I've had good luck smoking Italian sausages, bangers, bratwursts, boudin blanc, chorizo, kishka, weisswurst, and breakfast sausage. Usually I use sausages that are not pre-smoked, but Polies, kielbasa, and hot dogs, which are all smoked at the factory, usually taste better with a fresh coat of smoke.
Preheat your smoker or grill (use a 2-zone or Indirect setup) to about 225°F. Put the sausages on indirect side, add wood to the heat right after the meat goes on, and smoke for only 30 to 60 minutes at the start while the meat is cold. Don't oversmoke. There should be no need to turn the meat. Heat for at least 1 hour, but check the internal temp with a good digital meat thermometer and make sure you get it up to at least 160°F.
Smoked sausages that are cooked to 160F are pasteurized and will keep longer in the fridge. They can also be frozen. Please do not try to cold smoke sausages at temps lower than 200°F.