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People always think I'm crazy - until they try it....
Cook them indirectly on the grill, but use pine cones for the smoke. Just throw a couple of pine cones on the fire and set the brats on the other side of the grill. It is a method my dad brought back from Germany. It fits the spiciness of the brat very well. A little spicy brown mustard and a beer and things are good to go! Don't forget the warm German potato salad!