1. Preheat oven to 220°C (200°C fan-forced).
2. Place red capsicums on a baking tray and coat with olive oil. Place in preheated oven and cook for 30 minutes or until skin is blistered and charred.
3. Remove from oven, place roasted capsicums in a bowl, cover with plastic wrap and allow to sweat for 15 minutes. Remove skin and slice into strips.
4. Meanwhile for the salsa verde mayonnaise, place all the ingredients except the mayonnaise together in a food processor and pulse until finely chopped.
5. Add mayonnaise, and pulse until just combined. Spoon into a bowl and set aside.
6. Heat a barbecue or chargrill to medium, cook chorizo sausages for 10 minutes, turning every few minutes until sausages are golden and cooked through.

To serve, evenly divide and spread mayonnaise on cut sides of each bread roll, followed by roasted red capsicum strips, rocket leaves, chorizo sausage and finish with mustard.