In large skillet saut peppers in oil until soft, about 5 minutes. Add onions and garlic, season with salt and pepper and continue cooking, stirring frequently, until vegetables are lightly browned, 10-15 minutes. Pepper mixture can be made ahead; reheat at serving time or serve at room temperature.

Prepare fairly hot fire in grill. Grill sausage directly over hot fire, turning occasionally, until done, about 10 minutes total. Place sausage links in rolls, add generous helping of sauted peppers and onions.