Begin by cooking the bratwurst. I used a grill pan and I grilled the brats for 10 minutes over medium heat, rotating them a few times.
While the brats are cooking, slice the cheese, and cut the pickle spears into smaller pieces.
Once the brats are ready, slice them in half from top to bottom and trim the ends off so they will fit in the buns.
Using a half of a bun, arrange the brat, cheese, and pickle, fold the bun around the ingredients, and secure with a toothpick. Top the brat with mustard.
Then mix up the bloody marys. Place some ice in a glass, pour a shot of vodka over, and then fill the glass with the bloody mary mix.
Add the brat sandwich on top, and serve!