Heat EVOO in a skillet over medium to medium-high heat. Add fennel, peppers, chili, onions, garlic, salt and pepper, and cook to soften 12-15 minutes, stirring occasionally.
Place the sausage in another skillet with about 1/4 inch of water and a drizzle of oil. Bring sausages to boil and allow liquids to cook away then crisp skins in the oil.
Add tomato paste to fennel and peppers, and stir 1 minute or so. Add wine and stir another minute; add stock and basil. Reduce heat to simmer.
When sausages are crisp and cooked through, slice them on an angle and add to peppers and onions.
Line rolls with cheese and fill with sliced sausages and fennel, peppers and onions. Serve with Ritz Fried Delicata Squash Rings alongside.