Heat butter or oil in a skillet. Cook onions for a few minutes over medium-low heat. Add peppers and cook until they start to get a little a soft. Season with a little salt and pepper. Mix together mayo and mustard. Spread mayo mixture on sub rolls. Fill rolls with sliced brats, peppers and onions. Top with a slice or two of cheese. Place subs on a foiled lined baking sheet and bake in a preheated 350 degree oven for about 5 minutes or until cheese melts and rolls get toasted. You can also wrap subs in foil and toast on the grill for a few minutes. Makes 4 large sandwiches.