Preheat grill to medium heat. In a small bowl, toss the peppers, onions, olive oil and salt and pepper. Transfer the peppers and onions to a grill screen or pan to cook the vegetables. Stir the vegetables occasionally and cook until they begin to brown, about 10 minutes. Place the chicken sausage on the grill and cook until each side is brown, about 3-4 minutes/side. Top each sausage sandwich with peppers and onions. Serve and enjoy!