Heat gas or charcoal grill to medium. Spray the topside of each foil sheet with nonstick cooking spray.
Combine kielbasa, potatoes, bell pepper, onion, cabbage, garlic, caraway and nutmeg in bowl; toss to mix. Place one-fourth mixture in center of each foil sheet; sprinkle with salt and pepper as desired. Top with 1/2 tablespoon butter, cut into small pieces.
Bring up the sides of the foil. Double fold the top and ends to seal the packets, leaving room for heat circulation inside. Repeat to make 4 packets.
Place packets on grill and heat 20 to 25 minutes until sausage reaches 160°F and potatoes are tender.