Heat a large sauté pan over medium heat and cook whole sausage completely. Remove sausage from pan and add onion and pepper (add a little olive oil if pan is dry) and increase heat to medium-high, sautéing vegetables until tender and lightly browned. Reduce heat to medium again and stir in garlic and oregano. Add balsamic and stir. Slice up cooked sausage and add to pan to warm, then finish with a splash of olive oil. Season to taste and serve warm over arugula.