Fill the hopper with pellets, start the pellet grill, let it run through its start up process, then set the temperature to 225°F.
Lightly coat the skin of the brats in olive oil to keep them from drying out and splitting while cooking.
Once the pellet grill is up to temperature, put your bratwursts on the grill grates away from any direct heat. You can even place them on the upper rack above an aluminum foil pan of water. Close the lid.
Once the brats have reached 165° F internally using an instant read thermometer, you can remove them from the pellet grill, likely after about 1.5-2 hours.
If you wish to have a crispier exterior, you can throw the brats on a hot grill for 1-2 minutes per side just before they reach 165°F to finish them without overcooking.
Serve on a bun with the braised onions, or sauerkraut, mustard, or any other favorite condiment!