South African here.
If you aren't going to cook it on a bbq (braai) then you need to either fry or you need grill it. The MOST important thing is to cook it whole. Do not cut it up. Do not prick it. Cook it WHOLE as otherwise it will most likely land up dry as dust.
On that note, do not overcook it!
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Personally, while I don't usually fry sausage, boerewors is one that I do fry. Place the entire ring in a pan over a medium heat with a very small amount of oil. You want it to have time to cook through, without burning the outside so you need some sizzling, but nothing too aggressive. Then turn over. It's tricky to turn so avoid doing this more than once. If you want to get all authentic, go to your favourite south African shop and a few minutes before it's ready, toss in a tin of chakalaka (sort of a tomato relish) to heat through with the boerie!
Grilling might be easier. Place on a grill again at about a medium heat. Once the top is all browned, carefully turn and do the other side.
Do not cut it until you're ready to eat. And this is not a sausage that keeps well so do it just before you eat.
We are purists in our family so it's just boerewors with a nice roll and some ketchup or fried onion and maybe a salad on the side, but you can make any sort of tomato relish and it will go well - boerewors has quite strong flavours so it can take a lot more in flavouring.