Preheat an outdoor grill for medium heat. Lightly oil grate, and set 4 inches from the heat.
Pierce the sausages in a few places with a fork, and set aside. Slice off the bottoms of the onion halves so they will sit flat on the grill. Brush the bell pepper and onion halves with 2 teaspoons of olive oil.
Place the sausages, onions, and peppers on the preheated grill. Cook and turn the sausages until well browned and juices run clear. Cook vegetables until tender and peppers are slightly charred. Remove vegetables and sausages from the grill.
Place the peppers in a paper bag, close, and cool slightly. Remove and discard the charred skin from the peppers; slice peppers into strips. Slice the onion halves. Place salt and pepper to taste, and 1 tablespoon olive oil in a bowl. Add the peppers and onions, and toss until evenly coated. To serve, place sausages in sandwich rolls, and top with the pepper and onion mixture.