I would grill them first trt. Depending on the quality of the sausages you get some awful muck run out when you do grill them. If you put them in straight away all that muck will form part of your stew!
Surely the other casserole juices tenderise the sausage though 4getmenot? I put plenty of things in such s water, olive oil, Worcester sauce etc so they would marinade well.
Have you seen how much fat comes out of, e.g Richmond sausages, when you fry them?!! You definitely wouldn't want to include that fat in your casserole!! Fry first to de-grease (and improve appearance).