Using your fingers, make a hole down the center of each sausage, creating a cavity that runs the full length of the sausages.
Melt the butter in a large saucepan over medium-high heat.
Add the onion, kraut, and a bit of the juice from the kraut jar.
Stir and let cook until the onions are softened.
Remove from heat and let cool completely.
Stir in the cheese. It won't melt but it will help bind the kraut mixture together.
Fire up your grill for indirect cooking.
Using your hands, grab some of the kraut mixture and force it into the cavity in the sausages. Just keep packing it in. Don't worry about being all pretty and what-not, just get it in there. But don't shove so hard that you have a blowout!
Place sausages over indirect heat on the grill and cook for 30 minutes until nice and dark and done.
Toast the buns.
Add cooked sausages to the buns and top with plenty of mustard.