Prepare grill. Make sure that heat is medium-high.
Cut 5 sheets of heavy-duty aluminum foil, about 12x18 inches each. Set aside.
Divide the Hillshire Farm Fresh Original Bratwurst and vegetables evenly between the five foil packets, placing the sausage and vegetables in the center of the foil. Sprinkle Cajun seasoning, garlic powder, rosemary, paprika, and salt/pepper evenly over the vegetables. Add 1 tbsp of margarine on top of the sausage and vegetables.
Bringing the short sides of the foil together, fold the seams together twice and then tuck the ends in and up to seal tightly. Place the packets onto the hot grill. Close the grill and cook for 30-40 minutes or until vegetables are tender. Carefully remove the packets from the grill and serve warm.