As far as I'm aware, natural casings will burst, hence the term bangers
but man made one's won't.
( Naked Ape call me Caitlyn, Thu 5 May 2011, 14:08, 1 reply, 15 years ago)

It seems not:
'Although it is sometimes stated that the term "bangers" has its origins in World War II, the term was actually in use at least as far back as 1919. The term "bangers" is attributed to the fact that sausages, particularly the kind made during World War II under rationing, were made with water so they were more likely to explode under high heat if not cooked carefully; modern sausages do not have this attribute.'
( Monty Boyce, My cheese game is strong, Thu 5 May 2011, 14:15, Reply)

and therefore don't need pricking?
This sounds familiar now you mention it
( Naked Ape call me Caitlyn, Thu 5 May 2011, 14:18, Reply)