I can't speak for the collagen casings, I've personally never used them. However, I've used the sheep casing which is normally used for little link-type link sausages.
As in anything, there is varying quality in casings. Sheep casings are thinner, break easier, harder to load onto stuffing horn, and more persnickity to stuff. That said, it can be done, though!
Here's some I stuffed that came out great!
Do you have a stuffer or are you using the grinder? If a stuffer, you need to use a 3/8" stuffing tube for the stuffer. If a grinder, you need a 3/8" stuffing horn for the grinder.
I use casings from Syracuse casings; they have them all preloaded:
http://www.makincasing.com/mm5/merchant.mvc?Screen=CTGY&Store_Code=EM419&Category_Code=1
They're more expensive but they are American and best quality! You get what you pay for, that is for sure!
You would purchase 10-22 cm sheep or equiv. casings. Be sure to oil the horn or tube and get the end of the casing stretched open to load the casing on, then slide it up the tube. Sometimes they get 'stuck' and you need to wet them to get them to keep moving; likewise trying to slide them off when stuffing they can stick too; wetting and food grade lubricant spray helps a lot. Don't stuff them too tight, keep them somewhat loose so you can twist them into links (3-4 turns one way, then 3-4 turns the opposite way, then again, again, etc.), or you can link them like this.. (these are regular sized links, but little links are the same:
enjoy! There's a link on the bottom of my post about breakkfast sausage; good basic recipe, can be stuffed or into patties! Enjoy!