Step 1: Light your smoker according to the manufacturer’s instructions and preheat to 300 degrees. (Yes, I know this is a little hotter than the low and slow method, but the heat helps crisp the sausage casings.) Add the wood as specified by the manufacturer.
Step 2: Lightly brush the sausage casings on all sides with olive oil. Arrange them in the smoker. Place the sauerkraut in a foil pan and smoke for 30 minutes.
Step 3: Smoke the brats until the casings are bronzed with smoke and the meat is cooked through (it will bubble under the casing), about 45 minutes to 1 hour. Another test: insert the slender probe of an instant read meat thermometer through one end of the sausage to the center. The internal temperature should be 160 degrees. Lightly brush the rolls or buns with the melted butter and toast, cut sides down, on the grill until golden brown (about 1 minute).
Step 4: Transfer the smoked brats to hoagie rolls, buns, semmel rolls, or a platter. Serve with mustard, sauerkraut, onions—well, you get the idea.