Spray a 9 by 13-inch baking pan with nonstick cooking spray. Bring 6 cups of salted water to a boil over medium heat. Once boiling slowly whisk in the polenta, making sure to keep whisking until smooth and thick about 1 to 2 minutes. Pour the cooked polenta into the baking pan and smooth the top. Let cool until firm, about 20 minutes.
Preheat a grill or grill pan over medium-high heat. When the polenta is cool, invert it onto a cutting board and slice it into 12 squares. Brush the squares with a little canola oil and grill until they are heated through and have nice grill marks, about 2 minutes per side.
Meanwhile, if you are using wooden skewers, soak them in water for at least 30 minutes or while you prepare the sausage and peppers.
Preheat a grill or grill pan over medium heat. Arrange the sausages on the grill and cook for 8 to 10 minutes giving them a 1/4 turn every couple of minutes. Remove them to a cutting board and let rest for 5 minutes, then cut them into 1/2-inch thick pieces. The sausage will not be completely cooked through. It will finish cooking on the skewers with the peppers and onions.
While sausage is cooking, core and slice the peppers. Cut them and the onion into 1 by 1-inch pieces.
In a small bowl, whisk together 3 tablespoons canola oil, balsamic vinegar, Italian seasoning and mustard.
When you are ready, heat the grill or grill pan over medium heat. Thread each skewer with 3 pieces of the sausage, 4 pieces of onion and green pepper and 2 pieces of the red pepper making sure to alternate the ingredients. Brush them with the oil and vinegar mixture and season with salt and pepper, to taste. Grill the skewers on both sides until they are hot and sizzling, about 6 to 8 minutes. Arrange them on a serving platter and serve with the grilled polenta. Reserve 2 skewers for Round 2 recipe Sausage and Pepper Ziti.