Start by making the salsa rossa. Cook the pepper on a hot barbecue until charred all over, then put in a plastic bag, seal and leave to cool. When cool, peel and discard the seeds, reserving any juices, and chop the flesh.
Heat the oil in a pan, sauté the garlic for 3 minutes, then add the tomatoes and cayenne pepper and simmer gently for 15 minutes. Stir in the peppers and the vinegar, season with salt and pepper and simmer for a further 5 minutes to cook off the excess liquid. Purée in a food processor or blender until smooth, then set aside.
Cut the pancetta slices in half crossways and wrap each half around 1 sausage. Thread on to 4 large metal skewers, alternating with the wedges of onion and bay leaves, so that each skewer has 3 sausages, 2 onion wedges and 3 bay leaves. Cook on a hot barbecue for 5 minutes until charred and cooked through. Serve with the salsa rossa, reheated if necessary.