Place the bratwurst on a foil-lined baking sheet. Cook for 10 minutes then flip over and cook until an internal temperature of 160°F is achieved using a thermometer. Let it rest for 2 to 3 minutes, then cut into bite sized chunks.
Slice the top of the roll partially, not all the way through. Place the sauerkraut in the roll then the bratwurst and top with cheese. Place back on the foil lined baking sheet and cook in the oven for 5 minutes or until the cheese is melted.