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Whether you have a gas or coal grill, let it cool down to a safe temperature after you first light it. A medium heat is perfect for warming the sausages without breaking the casing. Hold your hand over the grill to test the temperature. When it reaches a medium heat, you will be able to hold your hand above the heat for about 6 seconds before it feels too hot.  A medium temperature is between 325 to 375 °F (163 to 191 °C) Depending on your grill, it may need more time to cool to the proper temperature. Take the sausages off the grill immediately to prevent overcooking. Place them on a plate, then let them rest before biting into them so the juices stay inside the meat. When sausages are on the grill too long, they may burst or appear wrinkled after they cool.

Summary:
Preheat your grill for 10 minutes. Remove the sausages and cool them for 2 minutes.