Bake the sausage in the oven on a large cookie sheet at 350 degrees for 30 minutes or until no pink is left inside. Don't pierce the skins or bake on too high of a temperature or else your sausages will be dried out instead of moist. After they are done baking, remove them from the oven and let them rest for a few minutes for the juices to redistribute into the sausage. Core, seed and slice the peppers into steak fry slices. Cut the onion in half and slice vertically. Mince the garlic. Add olive oil to a nonstick skillet and bring to medium heat. Slowly cook or "sweat" the onion, garlic and peppers until soft and tender. Add a pinch of salt and pepper and stir well. Cut the sausages into chunks and place into a greased crock pot and add the peppers. Mix well. Add the lid and cook on "lo" two hours until veggies are soft and tender.
(Note: another option I saw recently on the internet was to saute the veggies, place the whole sausages on top of the veggies, cover with foil and bake at 350 for 45 minutes. That might be a good route to take if you don't have a crock pot.)
Happy eating!