When I make Brats I use smoked gouda from Costco. I cut it into 1/4 -1/3 inch cubes and mix it into the meat right before stuffing the sausages. BBQing the Brats will melt out some of the cheese, but not all of it, and it tastes great!
You have to use the high temp cheese in summer sausage, or other meats you are going to smoke to 165* or more, or the cheese will just melt out of it, and you won't ever even know it was there. The Jalapeņo Jack Hi temp cheese is a great choice for summer sausage!