Weave three slices of pork belly into a plait. Stick the ends together with toothpicks. Cover 4 slices of sausage with 1 slice of pineapple each. Cut out cheese in the size of the slices of sausage and place it on the pineapple.
Cover with the remaining slices of sausage. Place the sausage burgers and grill braids on the preheated grill and grill for approx. 10 minutes. Turn the burger halfway through the grilling time. Turn the grill braids several times.
Mix orange marmalade with soy sauce and brush the grill braids with it shortly before the end of grilling.