Heat olive oil in a skillet over medium heat. Cook onions and cabbage just until onions start to brown slightly. Add in vinegar and mustard. Mix well. Cover and cook 10 minutes or until cabbage is softened. Stirring occasionally. Turn to low to keep warm while cooking the bratwurst. Season to taste with salt and pepper.
Puncture bratwurst with a fork so they don't explode when cooking.
Once your grill is hot cook bratwurst 15 - 20 minutes or until the internal temperature reaches 160 degrees. Make sure to turn them a few times so that they brown evenly.
Place bratwurst in a bun, top with warm cabbage slaw. Serve.