Set grill to low heat. (180 degrees) Place the sausages directly on the grill, grilling them slowly to give them some grill marks. *slow is the key here - grilling to fast over high heat will cause your sausage to split and you will lose all of the juices.
Lightly brush the onions and add them to the grill, too.
Both the sausage and onions will have those nice grill marks in only a few minutes.
While these are slowly grilling, to a grill safe pan combine apple juice, Dijon mustard, caraway and celery seed. Stir in Frank's Kraut (the juice, too!) Take pan out the the grill.
Cut link sausage into quarters, and nestle the grilled sausage and grilled onions into the kraut mixture.
Place pan, uncovered, on grill and close the lid. Continue cooking them on a low simmer for one hour.
Serve as is, or on hard rolls.
Notes
A grill mat can be used for grilling the onions if desired. They can be a little tricky to flip.