Make the Calabrian chili mayo by whisking together the mayo, garlic, chilis and their oil. Chill this while you grill the sausages and vegetables.
Heat a large griddle or grill to two-zone medium high heat. If you’re working with a griddle, sauté the peppers and onions directly on the griddle. On the grill, use your largest cast iron skillet. Cook until the onions and peppers start to take on some color, then add a few tablespoons of olive oil and season with salt and pepper. Move over indirect heat to soften. Grill the sausages over direct heat, turning every 3 minutes until golden and cooked through, about 12 minutes total.
Build the heroes by piling a heap of the peppers and onions on each sausage topping with a slice of provolone and then cover to melt the cheese. Add a bun to each heap and use a large flat spatula to remove the heroes from the grill. Top each sandwich with the mayo and serve immediately.