If you buy premade boudin, it's already cooked, all you need to do is heat it. This can be done by simmering it, grilling it, baking it in the oven, or some combination thereof (such as simmering it for a few minutes and then finishing it on the grill).

For the most part, you're trying to heat the sausage through without scorching the outside. That's why a combination of simmering, which heats the sausage through, followed by grilling or oven-baking, which browns the sausage and crisps the skin, is an effective cooking method for boudin. Grilling alone would tend to burn the skin before the insides were heated to a safe temperature.

On the other hand, if you make your own boudin, that's a whole other process, and depending on how