Prepare the barbecue for direct and indirect cooking over medium heat (180–230C). Brush the cooking grates clean. Place a perforated grill pan over direct heat, close the lid and preheat for 10 minutes. Combine the chilies, onion, oil, salt, cumin and black pepper and toss to coat.
Spread the vegetables in the grilling basket or pan and cook over direct medium heat, with the lid closed, for 6–8 minutes, until softened and beginning to colour, stirring occasionally. Slide the pan to the cooler part of the barbecue and keep the vegetables warm while you grill the sausages and buns.
Grill the sausages over direct medium heat, with the lid closed, for 8–10 minutes, until browned and fully cooked, turning occasionally.
During the last 4 minutes of grilling, toast the rolls for 1–2 minutes over grill, cut side down without separating the tops and bottoms, until golden.
Flip the rolls and move to indirect heat to keep warm. Scatter the cheese over the cut sides of the rolls and sprinkle the white and light green spring onions over the cheese. Roast over indirect medium heat, with the lid closed, for about 2 minutes until the cheese melts.
Remove the rolls from the barbecue and place on plates. Place a sausage on the bottom half of each roll and spoon the chilies and onion over the sausages. Garnish with the coriander and remaining dark green spring onion tops and serve.