How To Cook Italian Sausage In An Oven You want the perfect Juicy Italian sausage with that perfect caramel color? This is the best way to cook an Italian sausage and how my family has been doing it for years. What NO GRILL?? NOPE!! Try this method you will save that grilling thing for brats and hamburgers :) Oh !! I also included a Vegan alternative suggestion and how to. Be sure once you are done making the perfect Italian sausage to check out my Italian Sausage and Peppers.