This is a recipe from Steven Raichlen's "The Barbecue Bible" Here is what he states in the intro: This simple recipe is the perfect symbol of Brazil’s sensuality and scintillating spirit. Grilled sausages are, of course, common currency among the world’s street foods, but it’s only in Brazil that street vendors take the time to make tiny slits in the sausages, fill them with minutely diced onions and bell peppers, and lovingly baste them with olive oil as they cook. The "grill" of the vendor who gave me his version was the charcoal-filled hubcap of an old car.
Virtually any type of cooked sausage could be prepared this way. I’ve called for chorizos, but kielbasa, knockwurst, or even hot dogs would work well, too.