Preheat your grill for medium heat (around 350F) doing a three zone technique making the grill grate or the place where you lay your skewers at least 6 inches away from the heat.
Add a cast iron skillet to the grill with some butter. Add the onions, green bell peppers, hot sauce, salt, pepper and garlic to the skillet and let saute until softened and browned (about 7-8 minutes). As the veggies are cooking, warm up the melted cheese in a skillet over the fire for 2-3 minutes until it is runny. Once the veggies and cheese are done, pull off and keep warm.
Begin by carefully skewering your sausage onto a two prong skewer or using two single prongs. Add the skewers to the grill to cook for about 7-9 minutes per side. Make sure to watch out for flare ups, and pull the sausages off or move the coals around it that becomes a problem.
Once the skewers are close to their final temperature (165F), begin topping them. Add the sliced provolone cheese and cover the skewers with the lid until the cheese melts (about 2-3 minutes). Then begin to build with a layer of onions and bell peppers topped with a drizzle of cheese sauce. Once garnished, pull off and let cool for 5 minutes.
When ready, slice into the skewers and enjoy!