Sausage cooking and therefore eating is often a matter of personal preference. Don't prick your sausages prior to cooking this is just an ancient leftover from the war when sausage was full of water and likely to explode. If you pierce your sausage before cooking all the moisture leaks out. Make sure that sausages are cooked through properly and not at all pink in the middle.

You can fry grill or bake sausages; baking them in the oven is the easiest way and gets them browned all over with a crisp outside. Frying or grilling tends to result in a juicier inside uneven browning and a softer outside; just a matter of preference. Whichever method you use sausage needs about 15 minutes to cook through; longer in the oven with the indirect heat (about 30 to 40 minutes to crisp up on the outside) Cut the links so that the sausages are separate. That way they can be moved easily and will cook evenly.