For the salad: Meanwhile, whisk together the yogurt, lemon juice and zest and shallot in a medium bowl. Season with salt and pepper. Add the celery and toss to combine. For an extra kick, mix in the cayenne pepper; but be careful, it packs a wallop.
Place a large saute pan over medium-high heat. Spray the inside of the hoagie rolls with canola spray and set the rolls cut-side-down in the pan. Toast until the rolls are warmed through and beginning to brown, about 1 minute.
To serve, fill each roll with a brat, add some onions and peppers and spoon some of the celery salad over the top.