How to Make It
Light a grill. Brush the sausages lightly with oil and grill over a medium-hot fire, turning, until nicely charred and just cooked through, about 16 minutes total.
Set a large cast-iron skillet on the grill and add the 3 tablespoons of olive oil. Add the peppers, onion, fennel and chiles and cook, stirring occasionally, until the vegetables are softened, about 15 minutes. Season with salt. Add the sausages and wine to the skillet and simmer until the wine has reduced by half, about 4 minutes. Remove from the grill and sprinkle half of the pecorino cheese over the sausage and peppers. Serve with bread, passing the remaining pecorino at the table.