I always grill sausages, always have and always will. I like the way they sit nicely between the rungs of the grill and are easy to turn. As well as tasting nice of course ;)
I grill sausages quite often, however, Carakeel will pan fry them, sometimes do them in the oven and sometimes in the air fryer, not so keen on the air fried sausages though.
I`m a philistine - I grill them. I had never heard of cooking sausages in the oven until I stayed with friends last year and that's how they cooked them. The seemed to come out OK though.
according to the butchers I have spoken to, about chipolatas, the only difference between sausages and chipolatas is the size, some will grind chipolata a little more course, but generally chipolatas are just thinner with the same ingredients.