Most people cook them like hot dogs, tossing them on a hot fire and not caring if they rupture. When a hot dog splits open on the grill, that’s not a big deal. When a brat splits open, half the flavor spurts all over the grill grates. A similar shape — and the fact that both are stuffed into casings — does not mean similar cooking methods.
Set the grill to medium low and place the brats on, allowing them to slow cook instead of exploding all over the inside of the grill.
Even if you cook them lower and slower, we might still get some leakage. But just like tires, a slow leak is much better than a blow out. When done grilling, rest your brats, allowing the juices to settle down and redistribute throughout the sausage. Just like any other meat, a little rest after being removed from the grill, is a good thing.