The sausage and peppers hero is held together by fat that has been put back where it came from. Italian sausage, sweet or hot, is browned until its casing snaps and it renders a pool of seasoned grease; the peppers and onions are then cooked down in that same fat until they collapse into something soft and sweet and slick. The sandwich is not three separate things on a roll. It is one thing: sausage that flavored the peppers, peppers that absorbed the sausage, served on bread chosen to soak up what is left in the pan. That circulation of rendered fat is the whole construction, and a version that cooks the parts separately and assembles them dry has missed the point.
The craft is in the cook order and the bread. The sausage is browned first and often left whole or split lengthwise rather than sliced, so it keeps its juice instead of bleeding it out. The peppers and onions go into the rendered fat and are cooked low and long until they are limp and caramelized, not crisp; crisp peppers belong to a different sandwich and would fight the soft sausage here. The roll is a sturdy Italian loaf with a crust that can take the grease and the steam without dissolving, split and sometimes warmed so it firms slightly against a wet, heavy filling. There is little seasoning beyond what the sausage carries, because the sausage is the seasoning, sometimes with a spoonful of tomato sauce stirred through for a fennel-and-acid edge.
The variations stay inside the same rendered-fat logic. A tomato-sauce version stews the whole thing toward the sausage-and-peppers plate served over polenta or pasta. Provolone melted over the top adds a fatty cap; long hots or hot cherry peppers push the heat. The fennel-forward sweet-sausage build and the hot-sausage build are effectively two sandwiches sharing a name, and the street-fair version cooked on a flat-top griddle by the foot is a setting of its own. Each of those deserves its own article rather than being crowded in here.