If you want to ensure the brats are fully cooked on the grill and want to cook the brats in less time then you should boil the brats before grilling them.
Boiling the brats before grilling helps to make them cook faster because when you boil the brats they are cooked and all you need to do is put them on the grill for 5 or 10 minutes and allow them to brown.
Boiling the brats before grilling them also adds a bit of flavor to them.
You can just place the brats on the grill and cook them without boiling them first.
But if you want the best flavor and want to ensure the brats are cooked then boiling the brats would be a good option.
It's a personal preference when it comes to boiling the brats but most people including myself do boil the brats before grilling them.