Sausage cooking: preheat a griddle, or pan/skillet on top of your stovetop for 10 minutes. Add the sausage directly to the pan or griddle to cook.
Grill the sausage for around 15 minutes flipping every 5 minutes or so to try to get some color on the sausage. If you're starting with a raw sausage see notes below the recipe before continuing.
Cheese crust: remove the sausage once it has cooked for more than 15 minutes, but leave the griddle/pan on the heat.
Open the hot dog/brat bun and add 2 to 3 tablespoons or so of shredded cheddar to the inside of the bun. Then add the sausage on top of the cheese and place this on a plate while we cook the rest of the cheese.
Add a teaspoon of oil to the griddle or pan and then immediately place down the jalapeno slices in a row, taking up no more than 5 or 6 inches (the length of your sausage).
Top the jalapenos with a mound of cheddar cheese directly on the hot surface. Very carefully invert your sausage sandwich, place it on top of the pile of cheese and jalapenos, and press it down into the cheese.
Cook this for about 2 or 3 minutes or until the edges of the cheese on the pan start to take on a darker color. Once you start to see the edges of the cheese are set and starting to brown, grab a spatula and with conviction slide the spatula under everything between the pan and the cheese.
Lift up the sausage sandwich with the spatula and flip and invert into a plate.
Serve and enjoy.
Notes:
If you only have a raw sausage that is stuffed with cheese, you can still follow this recipe and these instructions, just make sure that you fully cook your sausage before starting on the cheese crust steps.