Step 1

Combine the olive oil, vinegar, oregano, garlic, 1/2 teaspoon salt and several grinds of pepper in a small jar or other lidded container. Shake to combine. Soak 2 long wooden skewers in water for 15 minutes (alternatively, use metal skewers).

Step 2

Preheat a small grill to medium-high heat and brush with olive oil. Brush the peppers and onions with 2 to 3 tablespoons of the dressing. Stick the skewers through the sausage ring at a perpendicular angle to each other (in an X). Place the sausage ring in the middle of the grill and cook until the underside is charred, 5 to 6 minutes.

Step 3

Flip the sausage ring with tongs and a spatula and arrange the peppers around the ring. Grill the sausage until browned and crispy in places and cooked through, 5 to 6 minutes more. Transfer to a cutting board. Add the onion rings to the empty space on the grill. Cook the peppers and onions until crisp-tender and charred on the edges, about 4 minutes per side (the peppers will come off first, since you put them on first). Transfer the vegetables to a cutting board as they finish cooking.

Step 4

Brush the cut sides of the rolls with olive oil and grill, cut-side down, until toasted, about 1 minute. Flip and lay 2 slices of cheese on the grilled cut sides of each roll and cook until the cheese just begins to melt, moving as needed so they don’t burn, 1 to 2 minutes.

Step 5

Remove the skewers from the sausage, cut into serving pieces 4 to 5 inches long and divide evenly among the rolls. Cut the peppers into strips and separate the onions into rings. Pile on top of the sausage. Drizzle the heroes with the remaining dressing and serve immediately.