Preheat grill to medium high heat.
Combine chili, garlic, vinegar and 1 tsp salt in a medium bowl. Let sit 5 minutes. Stir in cilantro, parsley, and oregano. Using a fork, whisk in oil. Season with salt and reserve as sauce.
In a sauté pan over medium high heat sauté bell peppers and onions until soft and slightly caramelized, about 5 minutes.
Grill sausages for four minutes a side over medium high heat until nice grill marks come through.
Grill Italian rolls 1 minute per side until you get nice grill marks.
Serve sausages in the Italian bun with a scoop of caramelized peppers and onions. Drizzle with a spoonful of chimichurri sauce and top each sausage with three pickled peppers.