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Preheat the oven to 375° Spread the vegetables in a shallow roasting pan. Drizzle with olive oil and sprinkle with salt, pepper and oregano. Make sure vegetables are in a single layer so they will all cook and brown evenly. Now pierce or stick each link of sausage two or three times with a fork, so they will cook through. Place sausage in between the peppers and onions. Bake till sausage and vegetables are cooked and browned. Bake uncovered about 45 minutes depending upon your oven. Your vegetables should be still firm, and no traces of pink should remain in the sausage. Serve hot, with bread or a tossed salad.
