Preheat the air fryer to 350 degrees F (180 degrees C).

Cut onions in half from root to stem; cut each half into thirds. Combine onions and bell peppers in a medium bowl. Add olive oil, Italian seasoning, salt, and pepper; toss to combine. Transfer vegetables into the air fryer basket and set the sausage links on top without touching one another.

Air fry for 15 minutes. Turn sausages and air fry for another 10 minutes.

Place each sausage in a bun and top with vegetables and provolone cheese.