Prep all the vegetables first by dicing the onion and julienne cutting (long cut) the peppers.
Next, place all the sausage links in a large frying pan and cook them on low to medium heat for about 15 minutes or so. You don't want to cook them on high heat because the outsides of the links will burn easily. Slow cook them with a lid to trap the heat inside to allow them to cook evenly. You can add a little bit of beer or water while cooking them. This is optional and not necessary though.
Once the sausages are completely cooked, I toss in all the prepped vegetables and saute them. I remove the sausage links after about 5 minutes and let the vegetables cook in the seasonings and oil left in the pan. This is the best part! Be sure to add a bit of olive oil to coat the veggies. This helps pull all those amazing flavors left over from the sausage links you just cooked.
You will cook the vegetables long enough for them to become soft and them they are ready to serve.