Preheat oven to 375°F Place one rack in center of oven, the other on the top shelf for broiling. Spray an 8x8 pan with non-stick cooking spray. Bake sausage on the center rack for 20-25 minutes till cooked thru, turning once.
Meanwhile, using a medium pot, heat olive oil over medium heat. Add peppers and onions, reduce heat to low and cover. Simmer for 10-15 minutes or until peppers are just soft, stirring occasionally.
Add pizza sauce and continue to simmer until sausages are cooked thru.
Create aluminum foil 'boats' around each opened sub roll and place on a baking sheet (keeping them intact and also in a boat shape to hold in the filling). Remove sausages from oven, and place the 'boats' into the oven to lightly toast (watch for burning!).
Place the links on a cutting board and using tongs (the sausage will be hot), steady the links and cut into 1/2" slices (or you can slice lengthwise) and add to the pot of sauce, stirring to coat.
When buns are toasted, remove from oven keeping the buns on the baking sheet, place the sausage mixture (reserving about 2 tbsp sauce only) on the bottom half of the bread. Top sausage mixture with provolone. To the top half, spread thinly the remaining sauce and then sprinkle generously with the mozerella cheese.
Return subs to top rack of oven and broil for 1-2 minutes till cheese is melted and bubbly. Allow to cool slightly before serving. Using the foil boats to keep the sandwich together. Just pull down from one side and dive in!