Cut a lengthwise slit in each bratwurst or knockwurst about 1/2 inch deep. Cut cheese into five 2-1/2x1/2x1/4-inch strips. Insert a cheese strip and some of the green onion into each brat or knockwurst. Wrap a slice of bacon around each. Fasten the bacon with wooden toothpicks.
For a charcoal grill, arrange preheated coals around a drip pan in a grill that has a cover. Test for medium heat above the pan. Place brats, cheese side up, on the grill rack directly over the pan. Cover and grill for 5 to 10 minutes or until bacon is crisp and cheese is melted.
For a gas grill, preheat grill. Reduce heat to medium. Adjust for indirect cooking. Place brats on grill rack; cover and grill as directed in step 2.
Place brats in French-style rolls or buns. If desired, serve with catsup, mustard, chopped onion, and/or pickle relish. Makes 5 servings.