Step 1: Set up your grill for direct grilling and preheat to high. Place the peppers and onions in a large bowl and toss with 2 tablespoons of the olive oil, salt, and pepper. Place the veggies in a wire grill basket and grill until golden brown, 6 to 10 minutes, shaking the basket so they brown evenly. Return the grilled vegetables back to the bowl. The recipe can be prepared ahead to this stage.
Step 2: An hour before serving, set up your grill for indirect grilling and preheat to medium. Brush and oil the grill grate. Arrange the brats on the grate over the drip pan away from the heat. Toss the wood chips on the coals. Indirect grill the brats until crusty and golden brown on the outside and cooked through, 30 to 40 minutes. Use an instant-read meat thermometer to check for doneness — insert the probe in one end toward the center of the brat — it should read 160 degrees F. There is no need to turn the brats — remember, you’re indirect grilling.
Step 3: Meanwhile slice one end off each baguette so you can butt them together. Cut each baguette almost in half lengthwise through the top. Open up the baguette and brush the inside with the remaining 2 tablespoons of olive oil.
Step 4: When the brats are cooked, transfer to a foil pan. Place the baguettes on the grill and indirect grill to warm, 5 minutes.
Step 5: To assemble the mile-long brat sandwiches, slather the inside of the baguettes with mustard and butt up them end to end to make a long sandwich. Line up the smoked brats in the sandwich. Top with the sauerkraut, and finally, the grilled peppers and onions. Let everyone admire the sandwich whole, then cut crosswise with a serrated knife into individual bratwurst lengths for serving.