Preheat oven to 400 degrees.
USE RUBBER GLOVES when handling the banana peppers! I usually use disposal latex gloves since i have to go back and forth between the sausage and the peppers. Cut the tops and bases off the peppers essentially making a tube.
Place the peppers on a large baking sheet(with sides) in the oven with apprx 1/4 c of olive oil. I usually spread the oil on the sheet adn roll the peppers in it. Allow them to soften an blister slightly apprx 15 minutes Turn once during cooking.
While they are cooking, I put the hot sausage in a large frying pan and cook apprx 3/4 way done(rest will get done in oven as you don't want to dry it out too much). Let cool and crumble.
Remove peppers from oven and allow to cool slightly. Turn oven down to 350.
While the peppers are cooling, in a large mixing bowl add the egg, cooled crumbled sausage, garlic, pepper, breadcrumbs and cheese. Mix with hands.
Take the peppers cut lengthwise down middle. Remove the ribs and seeds with paring knife.
Place in apprx 4 tbsp of olive oil in 9x13 casserole dish with apprx 4 tbsp of sausage mixture each. Line up side by side until all are in pan. Top with apprx 1 c shredded mozzarella mixed with shredded(not grated) parm or romano cheeses. You can also cover with sausage spaghetti sauce if you wish. I like just the plain rolls.
Bake covered for apprx 20 mins or until cheese bubbly.