Slice each sausage link into 5 pieces. Heat 1 tablespoon of oil in a large skillet over medium-high heat. Add the sausage, and cook until browned, turning as needed.
Drain excess grease, then add the green, red and yellow peppers, tomatoes, and Italian seasoning. Drizzle the remaining olive oil over all, and reduce the heat to medium-low. Cover, and let simmer for 15 minutes.
Remove the lid, and stir. Add the garlic and onion to the pan. Sprinkle with Parmesan cheese. Cover, and simmer for 15 more minutes. Stir, then top with mozzarella cheese. Cover and cook for 5 minutes to melt the cheese. Remove from the heat and enjoy.