When cooking Brats I use three methods.  First of all you need to understand the difference between grilling and smoking.  Grilling is fast cooking over a hot direct flame while smoking is slow cooking over an indirect heat source.  That's a very simple description but it will do for this discussion.  Most people just throw the brats over a hot fire and cook them until the are burnt.  I don't like to do this because I don't like the casing on brats.  The casings don't taste good and they prevent the flavors imparted by your grill to penetrate the brats.  So, the first thing you need to do on all of my  methods is remover the brats from the casings and throw the casings in the trash.  Now, to grill the naked brats just place them on the hot grill and cook them until the internal temperature is 165 degrees. 

The next method involves smoking naked brats.  I use this often when smoking things like ribs.  Smoking ribs can take around four hours and I often get hungry during that time.  So, I find some room on the smoker for some naked brats and smoke them until they get to 165 degrees.  These are better then the grilled  brats.

The third method is the best.  After removing the casings of six brats I gently make three small loafs by combining the brats, two at a time.  Don't make them too tight.   Then sprinkle each of the three small loafs, with a good rib rub.  Then smoke them in a smoker with a couple of apple wood chunks, until they reach 165 degrees, internal temperature.  You might want to make several of these at a  time.  Slice them like thick pepperoni.  You will find they taste good, even cold, out of the refrigerator and they freeze well.  The important thing get the brats out of the casings and then you can experiment.