Heat a grill to medium-low heat. Use a 2-stage fire or indirect heat setup on your gas grill. Add the soaked applewood chips to a smoker box and place the box directly onto the heating element or coals. Once plumes of smoke appear, place the sausage links over the indirectly heated side of the grill and smoke for about 1 hour, flipping halfway through. The internal temperature of the sausages when tested with a meat thermometer should read 160 degrees F at this point. Move the sausages to the hot side of the grill and give them a char on the outside for 3 to 5 minutes per side.
Meanwhile, skewer the onion quarters on metal or wooden skewers. Place the bell peppers and onions on the hot side of the grill and cook until charred on all sides, 20 to 30 minutes. Set aside until cool enough to handle.
Remove the majority of the skin and all of the seeds and stems of the peppers and give them a rough chop along with the charred onions. Place both into a food processor along with the olive oil and garlic and blend until smooth. Season with salt and pepper.
Top a roll with a hot sausage followed by a nice smear of the smoked pepper spread, a sprinkle of ricotta salata and a couple of slices of pepperoncini. Serve immediately.