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I keep packets of halloumi cheese on perpetual standby in my fridge, and the peppers I keep in jars in the cupboard. But you could always use a packet of frozen char grilled peppers if you have them. Indeed, if you slice them thinly enough, you can use fresh bell peppers. Merguez is my spicy sausage of choice here, but chorizo has a longer fridge life if that's a consideration. Anything you can buy vacuum-packed can only help here, too.
Place the sausages into a low-sided roasting pan (this makes the cooking time quicker).
Slice the halloumi into 1/4-inch slices and then lay them on and around the sausages in the pan.
Take the peppers out of the jar and also strew them around the sausages and cheese, cutting them into smaller slices and pieces as you go, then drizzle over the oil. Cook for 15 to 20 minutes, by which time the sausages should have browned and the cheese colored in places.