The first time I made it I used store bought Brats and it was delicious.
I've since graduated to Cumberland Sausage but it's really more about the gravy.
The sausage just supplies the drippings.

Here's a good recipe with a killer onion gravy recipe. Read what he has to say about the type of sausage used.

https://www.recipetineats.com/bangers-and-mash-sausage-with-onion-gravy/