Place water and sugars in a saucepan. Cook over medium-high heat and bring to a boil.
Add cranberries, return mixture to a boil, the reduce heat and simmer stirring often for 10 minutes. Cranberry skins should be popped and the mixture will thicken. Remove from heat. Stir in preserves, horseradish, mustard and pinch of salt. Simmer sauce for 15 minutes.
Prepare bratwurst: In a medium saucepan, add water and bratwurst. Bring to a boil. Boil for 2 minutes. Remove from heat and drain.
Brown bratwurst in a large skillet until browned on all sides and cooked through, 15 to 20 minutes. Remove bratwurst from skillet to a serving plate, let cool. When bratwurst are cool enough to handle, slice into 2-inch slices. Return bratwurst pieces back to skillet, add cranberry Jezebel sauce. Heat just until heated through, 5 to 10 minutes. Serve bratwurst in sauce.