That sounds like a GREAT idea. I've got an immersion cooker, I'll try that next make. I don't see why they would need to go into vac bags since that cellulose casing would function as the bag. I did consider putting them in the oven, but the suggested temps are pretty low at first, and I do like having an excuse to fire up the smoker (smoking homemade gouda this weekend in there)
Only reason I'd consider vacuum bags is the concern if one of the casings was punctured or ripped in some way. I'd hate to have a bunch of hot dog water in my sous vide circulator.