I cook Irish black and white pudding on a regular basis. Black pudding is, essentially, blood sausage. White pudding is...other stuff. Generally, I slice the rings into one inch slices and broil them. I like them crispy on the outside, so that's how I tell when they are done. You can also pan fry them in a bit of butter or fat. My mom always broiled them, so that's what I do.
If the Polish blood sausage is at all similar (and it seems like it may be from your description), that is how I would prepare it. Do not remove the casing, as the consistency of this type of blood sausage is crumbly, and will disinegrate into its component parts--leaving you with a rather unappetizing puddle of coagulated, thickened blood, liquified fat, mystery meat, and whatever cereal they use as filler.
"MMMMMM...liquified fat"