On an indoor grill plate or large sauté pan, grill peppers and onions together with olive oil until soft and browned. Add salt and pepper taste. While peppers are cooking, in another shallow pan, add about ¼ cup water. Bring to boil and add sausage. Reduce heat to medium high and cook sausage, turning gently, until water is evaporated and sausage has white color. When water has evaporated, poke holes in sausage with toothpick or thin skewer. If sausage is lean, you may need to add small amounts of water. The juices and fat from sausage will create a brown caramelized glaze on the outside of sausage. Do not boil sausage!
Serve sausage, peppers, and onions on a roll or over pasta.