Preheat the oven to 375 degrees F. Line a rimmed baking pan with aluminum foil and spray with a non-stick cooking spray.
Remove the tops of the green peppers. Discard the seeds and membrane of the peppers. Slice the peppers into 1/4 to 1/2-inch strips. Peel the onion and slice into 1/4 to 1/2-inch strips
Place the peppers and onion slices into a bowl and pour the olive oil over the top. Toss until the vegetables are well coated.
Place the Italian sausage on the prepared baking pan. Arrange the peppers and onions around the sausages.
Place in the preheated oven and bake for 20 minutes. Turn the sausages over and stir the peppers and onions. Bake for another 20 minutes or until vegetables are fork tender and sausage are no longer pink inside
Stir on buns or over pasta.