Soak chipotle pepper in boiling water until softened, about 10 minutes. Remove pepper from water and mince.
Melt coconut oil in a large pot over medium heat. Cook and stir onion, green bell pepper, and red bell pepper until tender, 5 to 10 minutes. Stir garlic and minced chipotle into onion mixture and cook until fragrant, about 1 minute.
Stir bison and sausage into onion mixture. Cook and stir until meat is browned and crumbly, 10 to 12 minutes.
Stir chili powder, cumin, oregano, cocoa powder, and Worcestershire sauce into the bison mixture; add crushed tomatoes, salt, and pepper and stir. Bring to a boil, reduce heat to low, and simmer until flavors are blended, 10 minutes.