Heat oil in a large frying pan over medium-high heat. Cook sausages and capsicum, turning, for 8 minutes or until cooked through. Remove capsicum from pan. Add honey mixture and cook for 2 minutes, turning sausages to coat in sauce.
Meanwhile, combine coleslaw and dressing in a bowl. Season.
Place coleslaw, sausages, capsicum, cucumber, and spinach on bread and roll to enclose filling, then serve.