1Line cookie sheet with foil. Cut buns in half horizontally, cutting almost but not completely through; place opened on cookie sheet. Set aside.
2Heat 12-inch nonstick skillet over medium-high heat. Sauté sausage 3 to 5 minutes or until browned and thoroughly heated. Transfer sausages to small bowl; cover and set aside.
3Add oil to skillet; heat over medium-high heat until shimmering. Add onions, salt and pepper; sauté 4 to 6 minutes or until onions are translucent. Add bell pepper; sauté 3 to 5 minutes or until softened and browned on edges.
4Set oven control to broil. Position oven rack 8 inches from broiling element. Top each bun with sausage. Divide onion mixture evenly over sausage. Top each with cheese. Broil 1 to 2 minutes or until cheese is melted.