imran Collagen casings have many advantages over natural casings, however one of the major drawbacks is that they do not keep a twist as well as the natural sheep, or hog casings will. There are a few things you can try to fix this though.
First, make sure you are not overstuffing them, if they are spilling out of both ends then you might be overstuffing them, try loosening up your grip on the casings so they flow off of the horn a little easier.
Second, you can try getting a partial freeze on the sausage after you twist them but before you cut them. This will allow them to stay closed a little better through the twisting and packaging process.
Third, cook them at lower temperatures, this is especially important at the beginning of the cooking process. If you are adding cure and doing a cured sausage then you can try starting the cooking process around 120° and then stepping it up, if you are making a fresh sausage then just try keeping the temperature of your grill lower throughout.
Let us know what product you are making (Fresh or Cured) what casing (Fresh or Clear collagen) what seasoning what meatblock, what binders (if any) how you are cooking them (what temp is the grill at?) and post some pictures showing the issue. Does it sort of look like a small light bulb starts coming out of ends?