In a large skillet saute the bell peppers, the onions, the garlic paste, and the fennel seeds in the oil over moderately high heat. Continue cooking until the vegetables are lightly brown and softened, stir occasionally. Season the mixture with salt and pepper. While the vegetables are cooking, in a well-seasoned ridged grill pan or large skillet grill the sausage lengths over moderately high heat, turning them once, for 6 to 10 minutes, or until they are cooked through, and halve them lengthwise.
Halve the rolls horizontally, leaving 1 edge uncut to form a hinge, and fill them with the pepper mixture and the sausage.