Heat gas or charcoal grill. When grill is heated, place sausage links on gas grill over medium heat or on charcoal grill 4 to 6 inches from medium coals. Cook 10 minutes, turning occasionally.
Meanwhile, in medium bowl, combine bell peppers, onion, oil, Italian seasoning and salt; toss to mix. Place in grill basket (grill "wok").
After sausages have cooked for 10 minutes, add grill basket to grill. Cook an additional 10 to 15 minutes or until sausages are no longer pink in center and vegetables are crisp-tender, turning sausages and shaking basket occasionally to mix vegetables.
To warm pita folds, microwave 2 pita folds on High about 30 seconds; repeat with remaining pita folds. Top pita folds with sausages and bell pepper mixture. Top each with cheese; fold over.