You need to be careful that you don't get them too hot during cooking, If you want them to look plump, and minimal wrinkles, bring them just up to temp to be safe to eat or slightly lower is fine if you plan to freeze them and then will toss em' on the grill again before eating (so long as you will bring them up to safe temp before eating).
The ice water trick is to stop the cooking process by rapidly reducing the temp. I prefer not dunking them, just cook them to a lower temp.
And remember, friends don't let friends eat wrinkled sausage.
