Here are a few Italian sausages I cooked this weekend according to Steven's instructions. I stuck with direct heat, but cranked it down a bit. See how lightly oiling the casings helps them brown?
This is from another post but I'll repeat it here. Sausages are often curved so they don't always behave on the grill. I like my sausages evenly browned on all sides, so here's a trick I devised: turn them 90 degrees to finish cooking. The grill marks are already on the sausages, so putting them vertically between the bars of the grill grate keeps them from falling over. Nice flareup in the pic, too, but that was just happy coincidence - these sausages behaved well.
In fact, they brown evenly like that. Here are the finished sausages along with a pork chop I grilled at the same time - they all turned out perfect:
Thanks for the extra tips, Steven!