Preheat oven to 400 degrees. Cook Bratwurst in a skillet or on the grill following package instructions. Slice hotdog buns open, if needed.
Cut cheese slices in half. Spread 1 tablespoon of mustard on each bun. Place 2 half slices of cheese and bratwurst on each bun. Top with 2 tablespoons of sauerkraut, 1 tablespoon of tomatoes and top with 2 more half slices of cheese.
Place each bratwurst on a 12 x 12 inch sheet of foil and roll up tightly. Place in oven or return to grill. Cook for 10-12 minutes turning occasionally, until hot and cheese is melted. Serve.