HEAT grill or grill pan over medium-high heat and coat grates with oil.
GRILL sausages until exterior is browned and starting to crisp, about 4 minutes per side. Once cool enough to handle, cut sausage into 1/2" slices and arrange on serving plate.
MELT butter in medium saucepan over medium-high heat. Whisk in flour and cook for anadditional minute. Add milk, beer, Worcestershire, mustard, garlic powder, and smoked paprika and whisk until smooth. Continue cooking, whisking frequently, until mixture starts to thicken.
REDUCE heat to low and whisk in cheeses until smooth. Season with salt and pepper, to taste. Transfer to serving bowl and serve immediately with grilled sausage bites.