Heat oven to 220C/200C fan/gas 7. Put the chipolatas, peppers, onion and garlic in a large roasting tin and roast for 25-30 mins or until the sausages are cooked through and the vegetables are starting to caramelise. Gently shake the tin a few times during cooking to help everything to roast evenly.
When the sausages are almost cooked, warm the cheese sauce following pack instructions and put the rolls in the oven for 4-5 mins to warm through.
Take the sausages and vegetables out of the oven. Lightly crush the garlic cloves with the back of a spoon to release the cooked garlic, discard the skin and give everything a stir. Season and cut a slit in the rolls, then pile in the sausages, veg and garlic. Spoon in the cheese sauce and serve immediately.