Lay each hero roll on a plate. Add the 2 teaspoons of oil to a skillet. Add the onion and sweat until soft, about 3 minutes. Place the cooked onions and the raw peppers in a medium pot, and cover with water. Bring to a boil. Lower the heat, and cook until soft, about 8 minutes. Drain.
While the vegetables are cooking, whisk the eggs in a large mixing bowl, and season with salt and pepper to taste. Using the onion skillet, add 1 to 1 1/2 teaspoons of oil (if necessary). When the skillet is hot, add a quarter of the beaten eggs, or about 4 eggs. After 2 minutes, add a quarter of the vegetables, season again, and scramble. Just before the mixture has reached desired doneness, add the mozzarella. Fill each hero roll with the scrambled egg. Cook the remaining 3 batches the same way.