First, soak 10 wooden skewers in cold water for 15 minutes. You could also use metal skewers and skip this step.
Preheat a clean grill to high heat.
Using a paper towel, brush the oil on the grates.
Turn the heat down to medium-high.
Meanwhile, slice each pepper in half. Make 3 large lobes from each half, and then slice in half. Each pepper will yield 12 chunks.
Dice the brats into 3 chunks for each link.
Thread the peppers and brats onto the skewers. You'll have extra peppers, so make a few skewers of just peppers.
Grill the skewers on both sides for 4-5 minutes each. Brush the skewers generously with the Sweet Black Pepper Anytime Sauce while they cook.Test the brats for doneness--pork needs to be cooked to an internal temperature of 145°F minimum.
Slice the hotdog buns open and warm them on the other side of the grill.
Slide the grilled peppers and brats into the awaiting warm buns, and serve with mustard for dipping.
Notes
You can also make this recipe indoors with a grill pan, and pour all of the sauce in at once to baste everything.