1. Cook over medium-low.
The first mistake that most people make is starting with a super-hot grill. Sausages are, within the range of meaty things one might grill, pretty thick, and so require lower, longer cooking than many people expect. That means you’re going to want to either a) wait until the coals die down a little (i.e. do your burgers and quick-cooking steaks first) before throwing the sausages on, or b) build a two-zone fire and grill those links on the indirect heat side. If you’re working with a gas grill, you can just set your burners to medium/medium-low. Grill for 12–15 minutes, until cooked through (you want an internal temperature of 140 degrees).