Most Chowhounds agree that you shouldn't cut into Italian or other sausages before grilling because they'll dry out. The key is to grill whole sausages slowly, so the juices are intact and the casings get brown and crisp. The Professor advises cooking sausages over indirect heat, then finishing them on hot coals for the last few minutes. When dave_c is pressed for time, he'll poach sausages until almost done, then crisp them on the grill, a method demonstrated in this CHOW Tip video.
Photograph of grilled Italian sausages from Shutterstock