Preheat the oven to 400°. Get out an oven-proof pan or baking dish, just large enough to hold the sausages in a single layer.
Make a slit in each sausage long enough to stuff with a piece of string cheese. Note that you're not cutting all the way though the sausage--only cut about halfway through. Stuff each sausage with the cheese.
Spread ⅓ of the marinara in the bottom of the baking dish. Arrange the sausages on top of the sauce with the cheese facing up. Spoon the rest of the sauce over the sausages. Cover dish with foil.
Bake for 30 minutes covered. Remove the foil and bake another 10 minutes or until the sausages are cooked and the cheese is completely melted.