If you're an eater who appreciates both sausages and cheese, there's really no reason why you can't combine the two. If you've traveled in a German-speaking country, you may have encountered Käsekrainer, a variety of sausage made with bits of cheese interspersed with meat within the casing. There are a number of compact, cheese-filled sausages out there available for easy grilling. Fancier variations on this theme can also be found at establishments willing to experiment with traditional recipes. At the Meat Hook, for instance, you'll see a list of sausages that includes varieties made with Swiss, parmesan, and pepper jack cheese. If you're grilling a sausage with cheese inside, Turley notes that this combination "creates a higher fat content." His advice? "[K]eep those sausages far away from the heat. Both the fat in the meat and in the cheese are rendering; increasing the possibility your sausage will burst. A good way to avoid this is to poke several small holes in each link to give rendering fats a way to escape the sausage and relieve some of the stress on the casing."