Try to avoid the skins drying out during cooking, using a grill will do this, particularly as Westaways sausages are low fat and do not "baste" themselves during cooking. If you do not like the idea of cooking in a frying pan then try oven baking them - but add a little fat to prevent them sticking and also turn the sausages to baste them whilst cooking.Bear in mind that the skins on chipolatas come from a sheep will be more tender as well as thinner so they will not take as long to cook.
If you like sausages and onions, then use a thick-bottomed fry pan add a tablespoon of oil, and a tablespoon of water. Dice onions and place together with sausages in the pan. The sausages will not brown or crisp but the skins will be very tender, also the onions caramelize and coat the sausages. An added benefit is that sausages and onions are ready to serve at the same time!