1. Preheat grill to medium. Thread onion pieces, from end to end, onto metal or soaked wooden skewers. Brush onions and bell pepper with oil and season with salt and pepper. Place sausages and vegetables on grill. If using a gas grill, close cover. Cook, turning occasionally, until vegetables are slightly charred and tender and meat has browned, 6 to 8 minutes for peppers and sausages and 8 to 12 minutes for onions. Remove to a cutting board.
2. During last minute of cooking, place buns on grill and cook until toasted, turning once, about 1 minute total. Slide onion pieces off skewers and chop with peppers. Line each bun with chopped vegetables and top with sausages. Serve with spicy mustard, if desired.