Put the oil and onion in a sauté pan, cover, and turn on the heat to medium. When the onion wilts and becomes much reduced in bulk, uncover the pan, turn up the heat to medium high, and cook the onion, turning it over from time to time, until it becomes colored a deep gold.
Add the tomatoes, salt, and pepper, stir to coat well, and turn the heat down to cook, uncovered, at a steady, but gentle simmer for about 20 minutes, or until the oil floats free from the tomatoes.
Skin the pepper raw with a swiveling-blade peeler, split it, remove the seeds and pulpy core, and cut it into thin long strips.
Add the pepper to the tomato and onion. Put in the sausage, puncturing the skin in several places with a fork. Cover the pan and cook over medium heat for 20 minutes, turning the sausages and tomatoes over from time to time.
Tip the pan and spoon off most of the fat. Do not discard the fat; if sausages are left over, you will need it for other dishes, see note below. Transfer the contents of the pan to a warm platter and serve at once.