Grill sausages over hot coals, turning occasionally, until done, about 10 minutes total. Remove from grill and keep warm.

Meanwhile, in large skillet, sauté peppers in the olive oil until softened, about 5 minutes. Add the 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 to serve or serve at room temperature.

Place sausage links in hero rolls, generously add sautéed pepper mixture to each sandwich.