Preheat your grill to 350°F.
Slice ¾ of the way through the sausage, every half-inch or so.
Stuff every slice you have made with cheese, peppers, ham, onion, or anything else that you like.
Grill over direct heat, for 5 to 10 minutes, or until the sausage is getting some colour and the cheese is all melty and delicious.
Serve with a knife and crackers. And napkins.