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Pre-heat the air fryer to 400°F. Place the sausages in the basket and air-fry for 12 minutes, turning them over halfway through the cooking process.
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Transfer the sausages to a plate and cover loosely with foil. Place the onions in the air fryer basket and drizzle with a little olive oil (or the fat from the sausages in the bottom of the air fryer drawer). Season with salt and pepper, toss to evenly coat onions and air-fry at 400°F for 5 minutes, tossing halfway through the cooking process.
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Add the peppers, garlic and Italian seasoning to the onions and toss everything together. Air-fry at 400°F for an additional 10 minutes, tossing a couple of times during the cooking process.
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When there are 3 minutes left on the timer, return the sausages to the basket and nestle them into the vegetables. Continue to air-fry to make sure the sausage is warmed through. Transfer everything to a platter and wipe out the basket.
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Slice the rolls three quarters of the way open and place a slice of provolone cheese in each roll. Add a sausage link to each roll and top with some of the onions and peppers. Spoon some marinara sauce over the top, and place two more slices of provolone cheese over the layer of sauce. Press the cheese lightly into the sauce so the cheese does not blow off during air-frying (or use some toothpicks to hold the cheese down).
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Make an aluminum foil sling: Fold a piece of aluminum foil into a strip about 6-inches wide by 18-inches long. Depending on the size of your air fryer, place two or three of the sandwiches in the middle of the foil and use the ends of the foil to lower the sandwiches into the air fryer. Air-fry at 350°F for about 3 minutes until the cheese has melted.
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Using the sides of the aluminum foil, carefully remove the sausage sandwiches from the basket and serve immediately.