Preheat a grill on medium or an oven to 400 degrees.
If using a grill: Cook the sausage on both sides to an internal temperature of 150 degrees using a thermometer.
If using an oven: Place sausage on a foil lined baking sheet; cook for 10 minutes flip and cook another 5 minutes or until internal temperature of 150 degrees. Remove from oven and set aside.
In a nonstick pan heat the oil on medium heat; saute the onion and pepper for 3 - 4 minutes, or until vegetables are soft.
Lightly toast the sub rolls. Spread the mustard on the rolls.
Slice the sausage and place on the rolls with onion and pepper. Sprinkle with mozzarella cheese and put back into the oven to melt the cheese.