Combine all the ingredients for the buns in a bowl.
Form 3 equally large balls out of the dough, press them slightly down in your hand, and place them on a baking tray lined with parchment paper. Cover with a dish towel and let rest for 20 minutes.
Preheat the oven to 375°F and cut all 3 brats lengthwise and crosswise.
Turn the brats over, cut them lengthwise on this side as well, and lightly press them apart with your fingers.
Fill the first sausage with cheddar cubes.
Fill the second brat with chili and sprinkle mozzarella on top.
Fill the third brat with sauerkraut and sprinkle a little bit of mozzarella on top.
Place the 3 stuffed sausages next to the buns on the baking tray and bake for about 12-15 minutes.
Cut the buns lengthwise, put 1 stuffed brat into each bun, and garnish with your favorite toppings.