You won't believe this but it works:
Remove the casing from the Haggis and cut into slices about an inch and a half thick.
Cover the grill with a piece of aluminium foil, lightly oil and put the sliced haggis on it. Grill for about five to ten minutes each side (turn over carefully with a fish slice, until each side is starting to brown, serve with the usual accompaniments.
As an alternative, after heating in the microwave, mix it into mashed potato and treat as a hash.