Deep frying is an option, but it will probably have a crust all around. Not a tough crust, but a crust nonetheless. That's also an awful lot of fat considering that you have cheese and sausage too. Do you have a deep fryer, or would you have to cook in a pot? If you have a deep fryer, then it's easy enough to try one and see.
I like your idea of cooking them on a rack. I think that they would hold together fine, and be easier than babysitting them on the stove top.
I ain't got no sprinkle cheese. All I got's this here Velveeta cheese...