Slice bottom of onion halves, so they sit flat on the grill. Brush peppers, broccoli rabe and onion with olive oil.
Place sausage, peppers, broccoli rabe and onion on grill. Turn sausages until slightly brown and juices run clear (internal temperature 160 F). Cook broccoli rabe until tender, peppers and onions until slightly charred. Remove sausage and vegetables from grill.
Slice pepper and onions into strips. In a bowl, add salt, pepper and olive oil. Toss peppers, onion and broccoli rabe. Set aside.
Place 2 mozzarella slices in the sandwich, top with sausage, peppers, onions and finish with marinara. Serve with garden salad or Caesar salad.