Preheat the Oven: Set your oven to 400°F to warm up while you prepare the ingredients.
Prepare the Vegetables: In a mixing bowl, combine the bell peppers and onion with the olive oil, salt, and black pepper. Toss well to ensure the vegetables are evenly coated. Spread them out in a single layer on a rimmed baking sheet. Roast for about 10 minutes, or until the vegetables soften but don’t brown.
Add Sausages to the Pan: Place the sausages directly on top of the roasted vegetables. Return the baking sheet to the oven and roast for another 20–25 minutes, until the sausages are fully cooked and the peppers are caramelized. If you want a deeper color, place the pan under the broiler for 1–2 minutes, but keep an eye on it to avoid burning.
Prepare the Dressing: While the sausages and vegetables finish cooking, mix the red wine vinegar and chopped oregano in a small bowl. Adjust the seasoning to taste, adding more vinegar if desired.
Assemble and Serve: Toss the roasted peppers and onions with the vinegar dressing right before serving. For a complete dish, layer fresh arugula on plates, drizzle it with olive oil, and top with the vegetable mixture and sausages. Sprinkle crumbled ricotta salata over everything and serve immediately.