Heat grill. When ready to grill, place bratwurst and bell peppers on gas grill over medium heat or on charcoal grill 4 to 6 inches from medium coals. Cook 8 to 12 minutes or until bell peppers are crisp-tender and bratwurst are thoroughly heated, turning frequently.
Meanwhile, heat marinara sauce in small saucepan over medium heat until thoroughly heated.
To toast buns, place cut sides down on grill during last 1 to 2 minutes of cooking time. Layer bell peppers, marinara sauce, bratwurst and cheese in buns.