[en] Gamma-Ray Bursts (GRBs) are among the most energetic transients in the Universe and candidate sources of Ultra-High-Energy Cosmic Rays (UHECRs). A clear confirmation from UHECR measurements is however challenging, as the directional information of cosmic rays is partially lost due to deflection by (inter-)galactic magnetic fields. In this dissertation we follow an alternative multi-messenger approach, in which the presence of UHECRs in an astrophysical object is indicated by neutrino or photon signatures produced in nuclear interactions. For this, we simulate GRBs in the multi-zone internal shock model, which accounts for different emission zones along the astrophysical jet and calculate nuclear interactions with state-of-the-art numerical codes. In this framework we discuss under which conditions the population of GRBs can still account for UHECR measurements while obeying current neutrino limits that stem from the lack of detected High-Energy (HE) neutrinos which could be associated with known GRBs. These neutrino limits may alternatively be met in low-luminosity objects, which typically have low neutrino production efficiency. We present leptonic radiation models of the sub-class of low-luminosity GRBs, with a focus on Very-High-Energy (VHE) emission potentially observable by current/future instruments. Connecting to UHECRs, we determine maximal energies of different cosmic-ray nuclei. The presence of nuclei may also be indicated by multi-wavelength signatures in the photon spectrum. We explore this approach in lepto-hadronic models of high-luminosity bursts, where we also critically review the conditions necessary to reproduce typical GRB spectra within our model.