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Cut the lamb shoulder into 2-inch pieces, and using a meat grinder, grind the meat.
Lightly combine the lamb with all the spices in a bowl and refrigerate. It is important to refrigerate the ground lamb so the fat does not melt in order to give the sausage a good texture.
Next, using a sausage horn, attach the hog casing and start to feed the sausage back through the grinder to fill the casing and twist into links. With a paring knife, prick holes all along the casing (this will allow steam to escape while cooking). Refrigerate.
Combine all ingredients for the yogurt sauce in a medium sized bowl. Cover and refrigerate.
When ready to cook, start your Traeger on Smoke, with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 225°F, place the prepared sausage on the grill grate and smoke it for 1 hour.
Once the hour is up, remove the links from the grill and turn the grill up to High (450°F) and preheat (10-15 minutes). Once the grill has reached 450°F, place the links back on the grill and cook for 5 minutes on each side.
Serve hot with yogurt sauce and roasted potatoes on the side. Enjoy!