Drizzle the oil into a large saucepan or Dutch oven over medium-high heat.
Add the onion. Season with salt and pepper and sauté until the onion just starts to soften and brown.
Add the bell peppers and sauté for 3 minutes.
Add the garlic, ground beef, and sausage. Season with salt and pepper. Stirring often, cook until the meat is no longer pink and has started to brown.
Drain any excess fat from the pan.
Add the Worcestershire and pizza sauces along with the Italian seasoning and oregano. Stir and cook another 8 minutes on medium heat.
Reduce heat to low while preparing the rolls.
Lightly toast the buns. I like to do this in a 350 F oven but you can also do it under the broiler.
Transfer the buns to a a baking sheet or two and open at the hinges.
Top bun halves with meat mixture and a good handful of cheese.
Return to the oven to melt the cheese. You can put them under the broiler for a minute or two if you want to brown the cheese a bit.
Serve immediately.