Prepare a grill fire to 350° using hickory or oak for smoke flavor.
Remove sausage from packaging and sprinkle with rub.
Grill sausages over indirect fire with the grill closed for about 10 minutes.
Flip the sausages and continue to cook until the internal temperature reaches 165° using a digital meat thermometer.
Remove from grill and tent with foil until ready to serve.
For the Baked Potatoes: Scrub potatoes and dry well. Score the tops of the potatoes about 1/8 inch deep in an X.
Bake potatoes for 45 minutes to 1 hour or until baked through.
Remove potatoes from the oven and using heat proof gloves, cut the top of the potato out. Use a spoon to scoop out most of the potato flesh, leaving a little of the flesh to create a sturdy shell.
Place potato flesh and tops into a large mixer bowl.
Add heavy cream, sour cream, butter, cheese and seasonings. Mix until smooth and creamy.
Spoon filling back into the potato shells, pressing the filling down into each potato. You will have filling left over. This can be baked in an oven safe casserole or bowl or save it in an airtight container in the refrigerator to enjoy with another meal.
Top each potato with additional shredded cheese and crumbled bacon.
Return potatoes to the oven for 30 minutes or until filling is heated through.
Prepare the onion strings and drain on a paper towel lined wire rack.
Remove potatoes from oven and each one with a sausage.
Garnish with onion strings and serve immediately.