For that kind of sausage I like the peppers idea best. Brats are more of a "solid" sausage so they lend themselves well to just roasting them. You could do it in the oven, sort of something like this www.skinnytaste.com/2011/10/roasted-potato
without the potatoes to keep the carbs/calories down. Also the flavor will be good so you won't need extra sauces, seasonings etc.