Form each piece of sausage into a coil.
Secure by inserting skewer horizontally through open end of sausage.
Place sausages in shallow glass dish; add wine and herbs, turning sausages to coat with marinade.
Cover and refrigerate 2 to 3 hours.
Drain sausages; reserve marinade.
Grill sausages, on uncovered grill, over low briquets 20 to 25 minutes or until cooked through, basting often with marinade.