1. Preheat grill to high heat (400° to 450°).
2. Remove sausage from casing, if necessary, and cook in a small skillet over medium-high heat until browned. Drain.
3. Stir together sausage, goat cheese, and next 5 ingredients.
4. Spread out 1 grape leaf on a work surface. Place 1 heaping tablespoon sausage mixture in the middle. Fold left side over filling, then right side. Starting at the bottom, gently roll into a packet. Repeat with remaining sausage mixture and grape leaves. Place stuffed leaves, seam sides down, in a pie plate or shallow dish. Brush with olive oil.
5. Grill stuffed grape leaves 1 minute on each side or until cheese is soft. Place on platter; cover and keep warm until ready to serve.