Position a rack in the center of the oven and preheat the broiler.
Poke small slits in the sausages with a paring knife to prevent them from bursting during cooking. Transfer to a rimmed baking sheet.
Seed the bell peppers, if using, and cut into strips. Leave any Italian long hots and mini peppers whole. Transfer to the baking sheet.
Trim the tops from any scallions. Cut any red onions into wedges. Quarter any shallots and halve any cippolini. Transfer to the baking sheet.
Drizzle the sausages and vegetables with 1/4 cup of the olive oil and season with salt and pepper. Toss to combine.
Broil on the center rack until the vegetables are golden and charred and the sausages are cooked through, tossing every 5 minutes and rotating the baking sheet to ensure even cooking, 15 to 20 minutes.
Meanwhile, combine the pepperoncini, pepperoncini brine, fire-roasted red bell peppers, mustard, parsley, sugar and the remaining 2 tablespoons olive oil in a small bowl. Stir to combine. Season with salt and pepper.
Congrats, it's time to plate! For each serving, place 1 sausage and some of the broiled peppers and onions in a shallow bowl. Top with some of the pepper relish. Serve with crusty bread or rice. Enjoy!
You can make the pepper relish ahead of time. Refrigerate in an airtight container for up to 1 week.