Many techniques can attain an edible fresh Polish sausage, but the best strategy involves poaching the links in water or an aromatic liquid, and then finishing on the grill.
This way, you won't lose excess moisture or risk a burst casing when the raw sausage hits high heat, while still achieving delicious char marks and a smoky flavor from the grill.
Then, for a dash of external color and browning, throw them on a grill or finish on a hot pan, though a grill with a charcoal-fueled setup is best for ultimate smoky flavors.