Heat a grill for medium-high two zone cooking.
Combine the peppers and onions on a rimmed sheet tray cover with the beer and season with salt and pepper. Place this over indirect heat on the grill and cook until the peppers are tender — about 15 minutes.
Cook the sausages over direct heat until seared and crispy. Remove from the heat and slice the sausages into bite sized pieces. Add the sausages to the sheet tray of peppers and serve with bolillos.