1. Preheat a grill over medium-high heat. Lay two 18-inch-long sheets of heavy duty aluminum foil on a flat surface.
2. Cut a long slit in each sausage about two-thirds of the way through and flatten gently so it opens like a book. Divide the sausages between the 2 pieces of foil. Toss the peppers and onions with the oil, oregano, 1 teaspoon salt and 1/2 teaspoon pepper and put on top of the sausages.
3. Bringing the short sides of the foil together, fold the seams together twice and then tuck the ends in and up to seal. Put the foil packets on the grill and grill, 17 to 20 minutes. Open the foil, being careful of steam; the sausages will be charred and have grill marks on the bottom and the vegetables will be tender. If not, just throw the packets back on the grill, unsealed, for a few more minutes until done.
4. Divide among 4 plates and serve with crusty bread or garlic bread.