Salmonclubber and Piker, your cellulose casings are NOT the fibrous casings plj refers to, that would be used for something like summer sausage, or the edible collagen casings that could be used for weiners.
I bought what ended up being a huge amount of cellulose casings cheap on ebay, so I experimented on some venison weiners this past winter. Here's what I did, and how it worked out, the good and the bad.
1) I wound as much casing onto the stuffing horn as I could, then firmly stuffed the whole thing before trying to twist links. The bad is that the casing would burst as the twisting forced the sausage to pack more tightly. The good is that I found I didn't need to twist links at all. I just cut the stuffed casing to the length I wanted the links to be and dropped them into the boiling water. None fell out of their casing while being boiled.
2) I had a stock pot half full of boiling water at the same time I stuffed the casing. Each hornful of casing yielded a dozen or so cut links that when put into the water would bring the temp below boiling temp. No worries, though. By the time the next dozen links were cut the water was boiling again. Repeat. Once the last links are in, boil for 5-10 minutes and they're done. Plunge into cold water.
3) I waited until the weiners were cold before removing the casings, worrying about the weiners falling apart. The bad is that the casing would stick to the weiner. I had to cut each casing off with kitchen shears. The good is that I had good shears to do that with, and I noticed some of the weiners would fall out of their casing as I plucked them out of the boiling water with tongs. Either way, the weiners don't fall apart, so next time I know I can take the casings off when the weiners are still hot.
If anybody wants advice or to try some, send me a PM. These cellulose casings are about 1"x16", and one of these is enough for 30# of weiners. They are not permeable to smoke, so you need to use liquid smoke if you want smoke flavored weiners. They are clear cellulose with a thin black spiral running lengthwise down the casing. I don't know the retail price, but I will sell them here for $1 each plus actual shipping cost.