Can I cook bratwurst in apple cider or some other liquid besides beer before grilling them
Apple cider is great. Also diluted balsamic vinegar, or white vinegar diluted in water with herbs. Just google "brining bratwurst" and you'll get some great ideas.
Why do you need to soak them? We never do. Great tasting brats don't need any help. We get ours from Nueske's - on line.