Preheat oven to 350ยบ and prepare a baking sheet with foil and non-stick cooking spray.
Take each individual biscuit and roll it out on a lightly floured surface.
Spoon sauce onto the center of the biscuit, making sure there's at least one pepper strip included.
Add 1-2 pieces of sausage onto sauce.
Then, wrap each end of the biscuit dough over the center.
Place roll, seam-down, onto a prepared baking sheet and continue with the rest of the biscuits.
Brush each roll with a little extra virgin olive oil.
Bake for 12-15 minutes, or until rolls are golden brown.
Allow to cool slightly before serving.