Is there an edible, vegetarian substitute for sausage casings?
If you are looking to smoke the sausage without a casing I would suggest forming your sausage into a leaf, grape or banana or into a corn husk. The banana or corn husk are not edible but the grape leaf would be good to go. I was going to suggest eggroll wraps or spring roll wrappers but I don't think that would be smoker friendly.