There are purists who say you should handle your sausages with kid gloves, making sure to never, never pierce the skin and let out the delicious fatty juices. No doubt some of my good German grandparents and their siblings (that's 40 people, so you know at least one or two of them had to be pork purists) were among them. But I'm not.
I am happy to eat sausages when they're really good, despite the calories and cholesterol, but I don't want to eat any more of the bad Cs than I have to. So I always cook them in a pan of simmering water and prick the skins in several places so the excess fat can drain off. Not that a really good sausage has a lot of excess fat, but I like to give it every chance for self-improvement.
We don't often find ourselves in the vicinity of a real German butcher, the closest of which is about 100 miles up the road in Jasper, Indiana, but when we do we stock up on bockwurst and knackwurst. Recently a pack of knackwurst made it out of the freezer, and I was delighted to see the patterns that resulted as the skin cracked. Another reason to prick your sausages!
Of course, you have to have mashed potatoes and sauerkraut with your sausage. I am a purist on that score.