Place jalapenos on a sheet tray and roast for 10 minutes. Remove from the oven and let cool.
Heat the oil in a medium saute pan. Add onions, peppers, garlic and sausage and cook for about 2 minutes. Remove and place in a large bowl. Cool to room temperature, then add mascarpone, mozzarella and Parmesan. Mix ingredients thoroughly and season with salt and pepper.
Place approximately 1 tablespoon of mixture into each jalapeno half.
Place the sheet tray of stuffed peppers in oven and bake for 5 minutes.