Preheat the oven to 400 degrees F (200 degrees C).

Preheat an outdoor grill for high heat and lightly oil the grate. Grill sausages, bell peppers, and onion, turning occasionally until nicely charred, 10 to 15 minutes. Transfer sausages and vegetables to a baking dish.

Bake in the preheated oven until vegetables are tender, 10 to 15 minutes.

Combine mozzarella cheese, salad dressing, banana peppers, cilantro, jalapeno, lime juice, and the grilled onions in a bowl. Remove grilled bell pepper tops and slice into strips; add to mixture. Plate sausage and top with the pepper mixture. Season with salt and pepper.